Public Member Functions

FARIMA Class Reference

List of all members.

Public Member Functions

 FARIMA (RNG *rng, double d, int N, int pAR=0, int qMA=1)
double Next ()

Constructor & Destructor Documentation

double  d,
int  N,
int  pAR = 0,
int  qMA = 1 

use 1-theta[1] B-theta[2] B^2 - ..., and our model is epsilon_j + epsilon_(j-1)

Member Function Documentation

double FARIMA::Next (  ) 

add AR, MA parts only after enough points in the error fARIMA process

The documentation for this class was generated from the following files: