Class ARMA

constructor

• new ARMA(p: number, q: number): ARMA

  Parameters

  • p: number

    Order of AR

  • q: number

    Order of MA

  Returns ARMA

_beta

_p

_phi

_q

_rate

_the

_u

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