/// <summary>
/// Constructor for ArimaParams
/// </summary>
/// <param name="p"> ARIMA parameter, the order (number of time lags) of the autoregressive model </param>
/// <param name="d"> ARIMA parameter, the degree of differencing </param>
/// <param name="q"> ARIMA parameter, the order of the moving-average model </param>
/// <param name="P"> ARIMA parameter, autoregressive term for the seasonal part </param>
/// <param name="D"> ARIMA parameter, differencing term for the seasonal part </param>
/// <param name="Q"> ARIMA parameter, moving average term for the seasonal part </param>
/// <param name="m"> ARIMA parameter, the number of periods in each season </param>
public ArimaParams(int p, int d, int q, int P, int D, int Q, int m)
{
this.p = p;
this.d = d;
this.q = q;
this.P = P;
this.D = D;
this.Q = Q;
this.m = m;
// dependent states
this._opAR = NewOperatorAR;
this._opMA = NewOperatorMA;
_opAR.initializeParams(false);
_opMA.initializeParams(false);
this._dp = _opAR.Degree;
this._dq = _opMA.Degree;
this._np = _opAR.numParams();
this._nq = _opMA.numParams();
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: this._init_seasonal = (D > 0 && m > 0) ? new double[D][m] : null;
this._init_seasonal = (D > 0 && m > 0) ? RectangularArrays.ReturnRectangularDoubleArray(D, m) : null;
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: this._init_non_seasonal = (d > 0) ? new double[d][1] : null;
this._init_non_seasonal = (d > 0) ? RectangularArrays.ReturnRectangularDoubleArray(d, 1) : null;
this._diff_seasonal = (D > 0 && m > 0) ? new double[D][] : null;
this._diff_non_seasonal = (d > 0) ? new double[d][] : null;
this._integrate_seasonal = (D > 0 && m > 0) ? new double[D][] : null;
this._integrate_non_seasonal = (d > 0) ? new double[d][] : null;
}
