Uses of Class
com.imsl.stat.TimeSeries

Packages that use TimeSeries

Package	Description
com.imsl.stat	Statistical methods.

Uses of TimeSeries in com.imsl.stat

Methods in com.imsl.stat that return TimeSeries

Modifier and Type	Method and Description
TimeSeries	TimeSeriesOperations.backshift(TimeSeries ts, int lag) Returns the backshifted version of the time series.
TimeSeries	TimeSeriesOperations.merge(TimeSeries ts1, TimeSeries ts2) Merges two time series objects.

Methods in com.imsl.stat with parameters of type TimeSeries

Modifier and Type	Method and Description
TimeSeries	TimeSeriesOperations.backshift(TimeSeries ts, int lag) Returns the backshifted version of the time series.
double[][]	TimeSeriesOperations.getMeanCenteredSeries(TimeSeries timeSeries) Returns the mean-centered values of all the series in a TimeSeries object.
double[]	TimeSeriesOperations.getMeanCenteredSeries(TimeSeries timeSeries, int k) Returns the mean-centered values of the k-th series in a TimeSeries object.
TimeSeries	TimeSeriesOperations.merge(TimeSeries ts1, TimeSeries ts2) Merges two time series objects.
double[]	TimeSeriesOperations.stack(TimeSeries ts) Stacks or vectorizes the values of a multivariate TimeSeries.

Constructors in com.imsl.stat with parameters of type TimeSeries

Constructor and Description
EGARCH(TimeSeries ts) Constructs an EGARCH(1,1) model
EGARCH(TimeSeries ts, int p, int q, int[] meanModel) Constructs an EGARCH(p, q) model with a possible ARMA configuration for the mean.
ExtendedGARCH(TimeSeries ts, int p, int q, int[] meanModel) Constructor for the extended GARCH class.
VectorAutoregression(TimeSeries ts) Constructor for the class.