The ARX companion object provides factory methods.
Attributes
Members list
Value members
Concrete methods
Create an ARX object from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x.
Create an ARX object from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x.
Value parameters
- hparam
-
the hyper-parameters (use REGRESSION.hp for default)
- lags
-
the maximum lag included (inclusive)
- y
-
the original un-expanded output/response vector
Attributes
Create an ARX object from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x. In addition, lagged exogenous variables are added.
Create an ARX object from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x. In addition, lagged exogenous variables are added.
Value parameters
- elag1
-
the minimum exo lag included (inclusive)
- elag2
-
the maximum exo lag included (inclusive)
- hparam
-
the hyper-parameters (use REGRESSION.hp for default)
- lags
-
the maximum lag included (inclusive)
- y
-
the original un-expanded output/response vector
Attributes
Make a matrix whose columns are lagged exogenous variables to be added to a data matrix.
Make a matrix whose columns are lagged exogenous variables to be added to a data matrix.
Value parameters
- elag1
-
the minimum exo lag included (inclusive)
- elag2
-
the maximum exo lag included (inclusive)
- ex
-
the matrix of data for the exogenous variables
- lags
-
the maximum lag included (inclusive) for checking purposes
Attributes
Set whether to include a simple linear (in time) trend.
Set whether to include a simple linear (in time) trend.
Value parameters
- trend
-
flag indicating whether to include a trend