Uses of Class
com.imsl.stat.TimeSeries
Packages that use TimeSeries
-
Uses of TimeSeries in com.imsl.stat
Methods in com.imsl.stat that return TimeSeriesModifier and TypeMethodDescriptionTimeSeriesOperations.backshift(TimeSeries ts, int lag) Returns the backshifted version of the time series.TimeSeriesOperations.merge(TimeSeries ts1, TimeSeries ts2) Merges two time series objects.Methods in com.imsl.stat with parameters of type TimeSeriesModifier and TypeMethodDescriptionTimeSeriesOperations.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 aTimeSeriesobject.double[]TimeSeriesOperations.getMeanCenteredSeries(TimeSeries timeSeries, int k) Returns the mean-centered values of the k-th series in aTimeSeriesobject.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 TimeSeriesModifierConstructorDescriptionEGARCH(TimeSeries ts) Constructs an EGARCH(1,1) modelEGARCH(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.NGARCH(TimeSeries ts) Constructor for NGARCHConstructor for the class.