class ARIMA extends AnyRef
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def
approxAIC: Double
Computes approximate AIC criterion for current model parameters
Computes approximate AIC criterion for current model parameters
- returns
Approximate AIC.
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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.
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def
forecast: Double
Forecasts next point.
- def getARCoefs: Seq[Double]
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- def getMACoefs: Seq[Double]
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def
logLikelihood: Double
Computes log likelihood for current model parameters.
Computes log likelihood for current model parameters.
- returns
Log likelihood of the model
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ne(arg0: AnyRef): Boolean
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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.
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def
sigma: Double
Computes Sigma2
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