Class VAR

constructor

• new VAR(p: number): VAR

• Parameters

  • p: number

    Order

  Returns VAR

_p

_phi

_levinson

• _levinson(x: any): void

• Parameters

  • x: any

  Returns void

_yuleWalker

• _yuleWalker(x: any): void

• Parameters

  • x: any

  Returns void

fit

• fit(data: number[][]): void

• Fit model.

  Parameters

  • data: number[][]

    Training data

  Returns void

predict

• predict(data: number[][], k: number): number[][]

• Returns predicted future values.

  Parameters

  • data: number[][]

    Sample data
  • k: number

    Prediction count

  Returns number[][]

  Predicted values