Details 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 model[t]. 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 model["PredictionLimits"][t].
- 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.
Examplesopen allclose all
Basic Examples (1)
Extract a property from a TimeSeriesModel:
Use the original data to simulate future observations with TimeSeriesModel:
Fit a model using TimeSeriesModelFit:
No information about time stamps or initial values is passed to RandomFunction:
Simulate using TimeSeriesModel to use information given by the original data: