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