Class VAR

Vector Autoregressive model

Index

Constructors

Properties

Methods

_levinson _yuleWalker fit predict

Constructors

constructor

new VAR(p: number): VAR
Parameters
- p: number
  Order
Returns VAR
- Defined in lib/model/var.d.ts:8

Properties

_p

_p: number

_phi

_phi: any[]

Methods

_levinson

_levinson(x: any): void
Parameters
- x: any
Returns void
- Defined in lib/model/var.d.ts:17

_yuleWalker

_yuleWalker(x: any): void
Parameters
- x: any
Returns void
- Defined in lib/model/var.d.ts:15

fit

fit(data: number[][]): void
Fit model.
Parameters
- data: number[][]
  Training data
Returns void
- Defined in lib/model/var.d.ts:14

predict

predict(data: number[][], k: number): number[][]
Returns predicted future values.
Parameters
- data: number[][]
  Sample data
- k: number
  Prediction count
Returns number[][]
Predicted values
- Defined in lib/model/var.d.ts:24