Class  Description 

ARIMAForecast 
Forecast an ARIMA time series using the innovative algorithm.

ARIMAForecast.Forecast 
The forecast value and variance.

ARIMAForecastMultiStep 
Make a forecast for a time series assuming an ARIMA model using the innovative algorithm.

ARIMAModel 
An ARIMA(p, d, q) process, X_{t}, is such that
\[
(1  B)^d X_t = Y_t
\]
where
B is the backward or lag operator, d the order of difference,
Y_{t} an ARMA(p, q) process, for which
\[
Y_t = \mu + \Sigma \phi_i Y_{ti} + \Sigma \theta_j \epsilon_{tj} + \epsilon_t,
\]

ARIMASim 
This class simulates an ARIMA (AutoRegressive Integrated Moving Average) process.

ARIMAXModel 
The ARIMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARIMA model by incorporating exogenous variables.

Copyright © 20102014 Numerical Method Incorporation Limited. All Rights Reserved.