Package com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arima.arma

Interface Summary

ArmaFitting

This interface represents a fitting method for estimating φ, θ, μ and σ^2 in an ARMA model.

Class Summary

ArmaModel	This class represents a univariate ARMA model.
ArmaxModel	This class represents a univariate ARMAX (ARMA model with eXogenous inputs) model.
ArModel	This class represents an AR model.
AutoCorrelation	Compute the Auto-Correlation Function (ACF) for an AutoRegressive Moving Average (ARMA) model, assuming that EXt = 0.
AutoCovariance	Compute the Auto-CoVariance Function (ACVF) for an AutoRegressive Moving Average (ARMA) model, assuming that EXt = 0.
ConditionalSumOfSquares	This class does fitting for the ARIMA model by minimizing the conditional sum of squares (CSS).
LinearRepresentation	This class computes the linear representation of an Autoregressive Moving Average (ARMA) model.
MaModel	This class represents an MA model.