Package 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	Description
VectorAutoregressionEx1()

Method Summary

Modifier and Type	Method	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 Details

VectorAutoregressionEx1

public VectorAutoregressionEx1()

Method Details

main

public static void main(String[] args)