com.github.signaflo.timeseries.model.arima

Class ArimaOrder

java.lang.Object

com.github.signaflo.timeseries.model.arima.ArimaOrder

public class ArimaOrder
extends Object

The order of an ARIMA model, consisting of the number of autoregressive and moving average parameters, along with the degree of differencing and flags indicating whether or not the model includes a constant and/or drift term. This class is immutable and thread-safe.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
int	hashCode()
static ArimaOrder	order(int p, int d, int q) Create and return a new non-seasonal model order with the given number of coefficients.
static ArimaOrder	order(int p, int d, int q, Arima.Constant constant) Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a constant.
static ArimaOrder	order(int p, int d, int q, Arima.Constant constant, Arima.Drift drift) Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a constant and/or drift term.
static ArimaOrder	order(int p, int d, int q, Arima.Drift drift) Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a drift.
static ArimaOrder	order(int p, int d, int q, int P, int D, int Q) Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing.
static ArimaOrder	order(int p, int d, int q, int P, int D, int Q, Arima.Constant constant) Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a constant.
static ArimaOrder	order(int p, int d, int q, int P, int D, int Q, Arima.Constant constant, Arima.Drift drift) Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a constant and/or a drift term.
static ArimaOrder	order(int p, int d, int q, int P, int D, int Q, Arima.Drift drift) Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a drift term.
String	toString()

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Method Detail

order

public static ArimaOrder order(int p,
                               int d,
                               int q)

Create and return a new non-seasonal model order with the given number of coefficients. A constant will be fit only if d is equal to 0.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

Returns:

a new ARIMA model order.

order

public static ArimaOrder order(int p,
                               int d,
                               int q,
                               Arima.Constant constant)

Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a constant.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

constant - determines whether or not a constant is fitted with the model.

Returns:

a new ARIMA model order.

order

public static ArimaOrder order(int p,
                               int d,
                               int q,
                               Arima.Drift drift)

Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a drift. A constant will be fit only if both the degree of differencing is zero and no drift term is included.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

drift - determines whether or not a drift term is fitted with the model.

Returns:

a new ARIMA model order.

order

public static ArimaOrder order(int p,
                               int d,
                               int q,
                               Arima.Constant constant,
                               Arima.Drift drift)

Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a constant and/or drift term.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

constant - determines whether or not a constant is fitted with the model.

drift - determines whether or not a drift term is fitted with the model.

Returns:

a new ARIMA model order.

Throws:

IllegalArgumentException - if the degree of differencing is greater than zero and both a drift term and constant are set to be included.

order

public static ArimaOrder order(int p,
                               int d,
                               int q,
                               int P,
                               int D,
                               int Q)

Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing. A constant will be fit only if both d and D are equal to 0.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

P - the number of seasonal autoregressive coefficients.

D - the degree of seasonal differencing.

Q - the number of seasonal moving-average coefficients.

Returns:

a new ARIMA model order.

order

public static ArimaOrder order(int p,
                               int d,
                               int q,
                               int P,
                               int D,
                               int Q,
                               Arima.Constant constant)

Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a constant.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

P - the number of seasonal autoregressive coefficients.

D - the degree of seasonal differencing.

Q - the number of seasonal moving-average coefficients.

constant - determines whether or not a constant is fitted with the model.

Returns:

a new ARIMA model order.

order

public static ArimaOrder order(int p,
                               int d,
                               int q,
                               int P,
                               int D,
                               int Q,
                               Arima.Drift drift)

Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a drift term. A constant will be included only if both d and D are equal to 0.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

P - the number of seasonal autoregressive coefficients.

D - the degree of seasonal differencing.

Q - the number of seasonal moving-average coefficients.

drift - determines whether or not a drift term is fitted with the model.

Returns:

a new ARIMA model order.

order

public static ArimaOrder order(int p,
                               int d,
                               int q,
                               int P,
                               int D,
                               int Q,
                               Arima.Constant constant,
                               Arima.Drift drift)

Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a constant and/or a drift term.

Parameters:

p - the number of non-seasonal autoregressive coefficients.

d - the degree of non-seasonal differencing.

q - the number of non-seasonal moving-average coefficients.

P - the number of seasonal autoregressive coefficients.

D - the degree of seasonal differencing.

Q - the number of seasonal moving-average coefficients.

constant - determines whether or not a constant is fitted with the model.

drift - determines whether or not a drift term is fitted with the model.

Returns:

a new ARIMA model order.

Throws:

IllegalArgumentException - if the degree of differencing (seasonal or non-seasonal) is greater than zero and both a drift term and constant are included.

toString

public String toString()

Overrides:

toString in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

equals

public boolean equals(Object obj)

Overrides:

equals in class Object