com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma
Class MaModel

java.lang.Object
  com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.ArimaxModel
      com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.ArimaModel
          com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma.ArmaModel
              com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma.MaModel

public class MaModel
extends ArmaModel

This class represents an MA model.

See Also:

Wikipedia: Moving average model

Field Summary

Fields inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.ArimaxModel

AR, MA, mu, psi, sigma

Constructor Summary

MaModel(double[] MA)
Construct a zero-mean univariate MA model with unit variance.

MaModel(double[] MA, double sigma)
Construct a zero-mean univariate MA model.

MaModel(double mu, double[] MA)
Construct a univariate MA model with unit variance.

MaModel(double mu, double[] MA, double sigma)
Construct a univariate MA model.

MaModel(MaModel that)
Copy constructor.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma.ArmaModel

armaMean, armaMeanNoIntercept

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.ArimaModel

getArma

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.ArimaxModel

AR, AR, d, getArmax, MA, MA, maxPQ, mu, p, psi, q, sigma

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MaModel

public MaModel(double mu,
               double[] MA,
               double sigma)

Construct a univariate MA model.

Parameters:

mu - the intercept (constant) term

MA - the MA coefficients (excluding the initial 1)

sigma - the white noise variance

MaModel

public MaModel(double mu,
               double[] MA)

Construct a univariate MA model with unit variance.

Parameters:

mu - the intercept (constant) term

MA - the MA coefficients (excluding the initial 1)

MaModel

public MaModel(double[] MA,
               double sigma)

Construct a zero-mean univariate MA model.

Parameters:

MA - the MA coefficients (excluding the initial 1)

sigma - the white noise variance

MaModel

public MaModel(double[] MA)

Construct a zero-mean univariate MA model with unit variance.

Parameters:

MA - the MA coefficients (excluding the initial 1)

MaModel

public MaModel(MaModel that)

Copy constructor.

Parameters:

that - a univariate MA model