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Re: ARIMA forecast

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#2202

Thanks. As far as i can see, “AutoCovariance” class can get both a timeseries (univariate data set) or an ARMA Model. I gave raw time series to compute the aoutocovariance class. However, while constructing “InnovationAlgorithm” object with the time series and that covariance function, i get a “lag must be < length of the time series" exception, although i do not set any lag value. The code is given below. What is wrong?

        SimpleTimeSeries smts = new SimpleTimeSeries(new double[]{0.1, 0.2, 0.3});
        AutoCovariance acf = new AutoCovariance(smts);
        InnovationAlgorithm ia = new InnovationAlgorithm(smts, acf);

By the way, is the upcoming release date clear ?