com.cloudera.sparkts.models

Autoregression

object Autoregression

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  11. def fitModel(ts: Vector, maxLag: Int, noIntercept: Boolean = false): ARModel

    Fits an AR(n) model to a given time series

    Fits an AR(n) model to a given time series

    ts

    Data to fit

    maxLag

    The autoregressive factor, terms t - 1 through t - maxLag are included

    noIntercept

    A boolean to indicate if the regression should be run without an intercept, the default is set to false, so that the OLS includes an intercept term

    returns

    AR(n) model

  12. def fitModel(ts: Vector): ARModel

    Fits an AR(1) model to the given time series

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