com.imsl.test.example.stat

Class AutoARIMAEx2

java.lang.Object

com.imsl.test.example.stat.AutoARIMAEx2

public class AutoARIMAEx2
extends Object

Searches for the best fitting \(\text{ARIMA}(p,d,q)\) model.

This is the same as example AutoARIMAEx1, except now autoARIMA uses technique 2 and performs a grid search for parameters, \(p, q, s, d \) where \(q \ge 0\), \(d \ge 0\), and \(s \ge 1\) allow for moving average, differencing, and a multiplicative seasonal effect, respectively. The search produces the unadjusted model with p = 3, q = 2, s = 1, d = 0 as the best fitting configuration.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
AutoARIMAEx2()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AutoARIMAEx2

public AutoARIMAEx2()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception