TimeSeriesModel

TimeSeriesModel[]
represents the symbolic time series model obtained from TimeSeriesModelFit.

Details and OptionsDetails and Options

  • 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.

ExamplesExamplesopen allclose all

Basic Examples  (1)Basic Examples  (1)

Create a TimeSeriesModel from some data:

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Extract a property from the model:

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Evaluate the time series model at time 100:

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Use Normal to obtain the underlying time series process:

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Obtain a list of available properties:

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Introduced in 2014
(10.0)