ARMAFactory

class ARMAFactory(*args)

Base class for ARMA models factory.

Methods

build(*args)	Estimate the ARMA model from data.
getClassName()	Accessor to the object's name.
getId()	Accessor to the object's id.
getImplementation()	Accessor to the underlying implementation.
getName()	Accessor to the object's name.
setName(name)	Accessor to the object's name.

__init__(*args)

build(*args)

Estimate the ARMA model from data.

Available usages:

build(myTimeSeries)

build(myProcessSample)

Parameters

myTimeSeriesTimeSeries

The time series from which the ARMA model is estimated.

myProcessSampleProcessSample

The sample of time series from which the ARMA model is estimated.

Returns

myARMAARMA

The estimated spectral model.

getClassName()

Accessor to the object’s name.

Returns

class_namestr

The object class name (object.__class__.__name__).

getId()

Accessor to the object’s id.

Returns

idint

Internal unique identifier.

getImplementation()

Accessor to the underlying implementation.

Returns

implImplementation

The implementation class.

getName()

Accessor to the object’s name.

Returns

namestr

The name of the object.

setName(name)

Accessor to the object’s name.

Parameters

namestr

The name of the object.