AR

scalation.modeling.forecasting.AR
See theAR companion class
object AR

The AR companion object provides factory methods for the AR class. Use SARIMAX for hyper-parameters.

Attributes

Companion
class
Graph
Supertypes
class Object
trait Matchable
class Any
Self type
AR.type

Members list

Value members

Concrete methods

def apply(y: VectorD, tt: VectorD, hparam: HyperParameter): AR

Create an AR object.

Create an AR object.

Value parameters

hparam

the hyper-parameters

tt

the time vector, if relevant (time index may suffice)

y

the response vector (time series data)

Attributes