ts-arima-forecast/dist/models/arima.d.ts

TypeScript library for ARIMA, SARIMA (soon), and SARIMAX (soon) forecasting

import { ARIMAParams, ForecastResult, ModelFitResult } from '../types';
export declare class ARIMA {
    private params;
    private data;
    private fitResult?;
    constructor(params: ARIMAParams);
    fit(data: number[]): ModelFitResult;
    private estimateARParameters;
    private estimateMAParameters;
    private calculateResiduals;
    private calculateFittedValues;
    private calculateLogLikelihood;
    forecast(steps: number, confidenceLevel?: number): ForecastResult;
    getParams(): ARIMAParams;
    getFitResult(): ModelFitResult | undefined;
}
//# sourceMappingURL=arima.d.ts.map