void ARMAPredictors(TVec Data, TVec Phi, TVec Theta, TVec Predictors, TVec r)
ARMA model one-step ahead predictors.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Data | TVec | source TVec |
| 2 | Phi | TVec | source TVec |
| 3 | Theta | TVec | source TVec |
| 4 | Predictors | TVec | source TVec |
| 5 | r | TVec | source TVec |
Result: stored in self (calling object)
Remarks:
Calculate the ARMA (p,q) model one-step ahead predictors.
See Also: StatTimeSerAnalysis.ARMAForecast