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  • February 27, 2013 at 10:03 pm #1940
    hessinemaaoui
    Keymaster

    ARIMAForecast function fails on this data:

    import com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries;
    import com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.SimpleTimeSeries;
    import com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.*;

    public class Arimasho {

    /**
    * @param args
    */
    public static void main(String[] args) {
    // TODO Auto-generated method stub

    IntTimeTimeSeries xt = new SimpleTimeSeries(new double[]{2.0, 3349.0, 4321.0});
    ARIMAForecast ar = new ARIMAForecast(xt,1,1,1,0);
    double forecast=ar.next().xHat();

    System.out.println(forecast);

    }

    }

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