ARMA

scalation.modeling.forecasting.ARMA
See theARMA companion class
object ARMA

The ARMA companion object provides factory methods for the ARMA class.

Attributes

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

Members list

Value members

Concrete methods

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

Create an ARMA object.

Create an ARMA 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