ARMAModel.h

//
// Created by yue on 18-3-16.
//

#ifndef ARMAMODEL_H
#define ARMAMODEL_H


#include <vector>
#include "ARMAMath.h"

class ARMAModel{
private:
    std::vector<double> data;
    int p;
    int q;

public:
    ARMAModel(std::vector<double> data, int p,int q){
        this->data=data;
        this->p=p;
        this->q=q;
    }

    std::vector<std::vector<double>> solveCoeOfARMA(){
        std::vector<std::vector<double>> vec;
        ARMAMath ar_math;

        std::vector<double> armaCoe(ar_math.computeARMACoe(this->data,p,q));
        std::vector<double> arCoe(this->p+1);
        for(int i=0;i<arCoe.size();i++) arCoe[i]=armaCoe[i];

        std::vector<double>  maCoe(this->q+1);

        for(int i=0;i<maCoe.size();i++) {
            maCoe[i] = armaCoe[i+this->p+1];
        }
        vec.push_back(arCoe);
        vec.push_back(maCoe);

        return vec;
    }
};
#endif //ARMAMODEL_H