currently ARMA only, no differencing used - no I
A instance of this class preserves state, so new class instances should be created for different examples
Methods
errfn([rho, p, x]) | duplicate -> remove one |
fit(x, p, q[, rhoy0, rhoe0]) | estimate lag coefficients of ARMA orocess by least squares |
forecast([ar, ma, nperiod]) | |
generate_sample(ar, ma, nsample[, std]) | |
predicted([rhoy, rhoe]) | past predicted values of time series |