datan

Class TimeSeries

java.lang.Object

datan.TimeSeries

public class TimeSeries
extends java.lang.Object

A class performing time series analysis

Author:

Siegmund Brandt.

Constructor Summary

Constructors

Constructor and Description
TimeSeries(double[] y, int k, int l, double p)

Method Summary

Methods

Modifier and Type	Method and Description
double[]	getConfidenceLimits()
double[]	getMovingAverages()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TimeSeries

public TimeSeries(double[] y,
          int k,
          int l,
          double p)

Parameters:

y - data

k - parameter giving the length 2 * k + 1 of the averaging interval

l - oder of the averaging polynomial

p - probability defining confidence limits

Method Detail

getMovingAverages

public double[] getMovingAverages()

getConfidenceLimits

public double[] getConfidenceLimits()