Packages

class ARIMA extends AnyRef

Linear Supertypes
AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. ARIMA
  2. AnyRef
  3. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Instance Constructors

  1. new ARIMA(params: Seq[Double])

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. def approxAIC: Double

    Computes approximate AIC criterion for current model parameters

    Computes approximate AIC criterion for current model parameters

    returns

    Approximate AIC.

  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... ) @native()
  7. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  8. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  9. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  10. def fitted: Seq[Double]

    Yields predictions for train dataset.

    Yields predictions for train dataset. Mainly used to compute residuals.

    returns

    Fitted values for train dataset.

  11. def forecast: Double

    Forecasts next point.

  12. def getARCoefs: Seq[Double]
  13. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  14. def getIntercept: Double
  15. def getMACoefs: Seq[Double]
  16. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  17. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  18. def logLikelihood: Double

    Computes log likelihood for current model parameters.

    Computes log likelihood for current model parameters.

    returns

    Log likelihood of the model

  19. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  20. def noObs: Int

    Gets number of observations (size of initial time-series data)

    Gets number of observations (size of initial time-series data)

    returns

    Number of observations.

  21. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  22. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  23. val params: Seq[Double]
  24. def sigma: Double

    Computes Sigma2

  25. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  26. def toString(): String
    Definition Classes
    AnyRef → Any
  27. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  28. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  29. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... ) @native()

Inherited from AnyRef

Inherited from Any

Ungrouped