com.imsl.test.example.stat

Class VectorAutoregressionEx1

java.lang.Object

com.imsl.test.example.stat.VectorAutoregressionEx1

public class VectorAutoregressionEx1
extends Object

Fits a vector autoregression to a time series.

This example fits a $\text{VAR}(1)$ to a $2$-dimensional vector time series. Then, forecasts for up to $4$ steps ahead are requested, illustrating the default forecasting behavior.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
VectorAutoregressionEx1()

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

VectorAutoregressionEx1

public VectorAutoregressionEx1()

Method Detail

main

public static void main(String[] args)