Arima Model Constructor
Definition
Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Overload List
Arima | Constructs a new ARMA model. |
Arima | Constructs a new ARIMA model. |
Arima | Constructs a new ARMA model. |
Arima | Constructs a new ARIMA model. |
ArimaModel(Int32, Int32)
Constructs a new ARMA model.
public ArimaModel(
int autoRegressiveOrder,
int movingAverageOrder
)
Parameters
Exceptions
Argument | autoRegressiveOrder is less than 0.0. -or- movingAverageOrder is less than 0.0. |
ArimaModel(Int32, Int32, Int32)
Constructs a new ARIMA model.
public ArimaModel(
int autoRegressiveOrder,
int degreeOfDifferencing,
int movingAverageOrder
)
Parameters
Exceptions
Argument | autoRegressiveOrder is less than 0.0. -or- degreeOfDifferencing is less than 0.0. -or- movingAverageOrder is less than 0.0. |
ArimaModel(Vector<Double>, Int32, Int32)
Constructs a new ARMA model.
public ArimaModel(
Vector<double> variable,
int autoRegressiveOrder,
int movingAverageOrder
)
Parameters
Exceptions
Argument | variable is null. |
Argument | autoRegressiveOrder is less than 0.0. -or- movingAverageOrder is less than 0.0. |
ArimaModel(Vector<Double>, Int32, Int32, Int32)
Constructs a new ARIMA model.
public ArimaModel(
Vector<double> variable,
int autoRegressiveOrder,
int degreeOfDifferencing,
int movingAverageOrder
)
Parameters
Exceptions
Argument | variable is null. |
Argument | autoRegressiveOrder is less than 0.0. -or- degreeOfDifferencing is less than 0.0. -or- movingAverageOrder is less than 0.0. |