StatTimeSerAnalysis::ARMAPredictors Function

void ARMAPredictors(TVec Data, TVec Phi, TVec Theta, TVec Predictors, TVec *r);

ARMA model one-step ahead predictors.

#	Name	Type
1	Data	TVec *
2	Phi	TVec *
3	Theta	TVec *
4	Predictors	TVec *
5	r	TVec *

Remarks:

Calculate the ARMA (p,q) model one-step ahead predictors.

See Also: StatTimeSerAnalysis::ARMAForecast

Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler