ARMAEstimateMissing Constructor

Constructor for ARMAEstimateMissing.

public ARMAEstimateMissing(
int[] tpoints,
double[] z
);

tpoints: An int array containing the times at which the series values were observed. The values must be strictly increasing. Times for missing values are identified as non-incremental gaps in this series. A gap of missing values in z is assumed when the difference between two consecutive values is greater than one, i.e. $t_{i+1}-t_i>1$ . The difference is the number of missing values in the gap. The series can have multiple gaps with missing values, but any one gap can have no more than three missing values.
z: a double array containing the values for the time series observed at the times given in the vector tpoints.