Package | Description |
---|---|
com.imsl.stat |
Statistical methods.
|
Modifier and Type | Method and Description |
---|---|
void |
AutoARIMA.compute(int maxlag)
Estimates potential missing values, detects and determines outliers and
simultaneously fits an optimum model from a set of different \(
\text{ARIMA}(p,0,0)\times(0,d,0)_s\) models to the outlier free
time series.
|
void |
AutoARIMA.compute(int[] arOrders,
int[] maOrders)
Estimates potential missing values, detects and determines outliers and
simultaneously fits an optimum model from a set of different \(
\text{ARIMA}(p,0,q)\times(0,d,0)_s\) models to the outlier free
time series.
|
void |
AutoARIMA.compute(int p,
int q,
int s,
int d)
Estimates potential missing values, detects and determines outliers and
simultaneously fits an \(\text{ARIMA}(p,0,q)\times(0,d,0)_s
\) model to the outlier free time series.
|
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