Name | Description | Type | Package | Framework |
VARIMAModel | An ARIMA(p, d, q) process, Yt, is such that X_t = (1 - L)^d Y_t | Class | com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.arima | SuanShu |
VARIMASim | This class simulates a multivariate ARIMA process. | Class | com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.arima | SuanShu |
VARIMAXModel | The ARIMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARIMA model by incorporating exogenous variables. | Class | com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.arima | SuanShu |