BUILT-IN WOLFRAM LANGUAGE SYMBOL
- Properties of a time series model are obtained from TimeSeriesModel[…]["property"].
- The value of the model at time t can be obtained by giving . If t is in the range of the input data, then the data at time t is returned; otherwise, a forecasted value is given.
- Forecast prediction limits at a time t can be obtained using .
- Normal gives the underlying time series process for the time series model.
- TimeSeriesModel[…][prop,ann] gives the annotation ann associated with the property prop.
- Possible time series model properties are listed on the page for TimeSeriesModelFit.
Create a TimeSeriesModel from some data:
Extract a property from the model:
Evaluate the time series model at time 100:
Use Normal to obtain the underlying time series process:
Obtain a list of available properties:
Introduced in 2014