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

A copy of the underlying implementation object.

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.