ArimaModel Constructor

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

ArimaModel(Int32, Int32) Constructs a new ARMA model.
ArimaModel(Int32, Int32, Int32) Constructs a new ARIMA model.
ArimaModel(Vector<Double>, Int32, Int32) Constructs a new ARMA model.
ArimaModel(Vector<Double>, Int32, Int32, Int32) Constructs a new ARIMA model.

ArimaModel(Int32, Int32)

Constructs a new ARMA model.
C# 
public ArimaModel(
	int autoRegressiveOrder,
	int movingAverageOrder
)

Parameters

autoRegressiveOrder  Int32
The order of the auto-regressive component of the model.
movingAverageOrder  Int32
The order of the moving average component of the model.

Exceptions

ArgumentOutOfRangeExceptionautoRegressiveOrder is less than 0.0.

-or-

movingAverageOrder is less than 0.0.

ArimaModel(Int32, Int32, Int32)

Constructs a new ARIMA model.
C# 
public ArimaModel(
	int autoRegressiveOrder,
	int degreeOfDifferencing,
	int movingAverageOrder
)

Parameters

autoRegressiveOrder  Int32
The order of the auto-regressive component of the model.
degreeOfDifferencing  Int32
The degree of differencing.
movingAverageOrder  Int32
The order of the moving average component of the model.

Exceptions

ArgumentOutOfRangeExceptionautoRegressiveOrder 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.
C# 
public ArimaModel(
	Vector<double> variable,
	int autoRegressiveOrder,
	int movingAverageOrder
)

Parameters

variable  Vector<Double>
A Vector<T> that contains the time series data.
autoRegressiveOrder  Int32
The order of the auto-regressive component of the model.
movingAverageOrder  Int32
The order of the moving average component of the model.

Exceptions

ArgumentNullExceptionvariable is null.
ArgumentOutOfRangeExceptionautoRegressiveOrder is less than 0.0.

-or-

movingAverageOrder is less than 0.0.

ArimaModel(Vector<Double>, Int32, Int32, Int32)

Constructs a new ARIMA model.
C# 
public ArimaModel(
	Vector<double> variable,
	int autoRegressiveOrder,
	int degreeOfDifferencing,
	int movingAverageOrder
)

Parameters

variable  Vector<Double>
A Vector<T> that contains the time series data.
autoRegressiveOrder  Int32
The order of the auto-regressive component of the model.
degreeOfDifferencing  Int32
The degree of differencing.
movingAverageOrder  Int32
The order of the moving average component of the model.

Exceptions

ArgumentNullExceptionvariable is null.
ArgumentOutOfRangeExceptionautoRegressiveOrder is less than 0.0.

-or-

degreeOfDifferencing is less than 0.0.

-or-

movingAverageOrder is less than 0.0.

See Also