scalation.modeling.forecasting.ARMA
See theARMA companion class
The ARMA companion object provides factory methods for the ARMA class.
Attributes
-
Companion
-
class
-
Graph
-
-
Supertypes
-
class Object
trait Matchable
class Any
-
Self type
-
Members list
Value parameters
-
hh
-
the maximum forecasting horizon (h = 1 to hh)
-
hparam
-
the hyper-parameters
-
tRng
-
the time range, if relevant (time index may suffice)
-
y
-
the response vector (time series data)
Attributes