Class ARIMA

constructor

• new ARIMA(p: number, d: number, q: number): ARIMA

  Parameters

  • p: number

    Order of AR

  • d: number

    Degree of differencing

  • q: number

    Order of MA

  Returns ARIMA

_beta

_d

_p

_phi

_q

_rate

_the

_u

_diff

• _diff(data: any): any[]

  Parameters

  • data: any

  Returns any[]

_integrate

• _integrate(data: any, lastValues: any): any

  Parameters

  • data: any
  • lastValues: any

  Returns any

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