//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: private static double[] applyYuleWalkerAndGetInitialErrors(final double[] data, final int r, final int length, final double[] errors)
private static double[] applyYuleWalkerAndGetInitialErrors(double[] data, int r, int length, double[] errors)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yuleWalker = YuleWalker.fit(data, r);
double[] yuleWalker = YuleWalker.fit(data, r);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final TimeSeries.Forecast.TimeSeries.Arima.struct.BackShift bsYuleWalker = new TimeSeries.Forecast.TimeSeries.Arima.struct.BackShift(r, true);
BackShift bsYuleWalker = new BackShift(r, true);
bsYuleWalker.initializeParams(false);
// return array from YuleWalker is an array of size r whose
// 0-th index element is lag 1 coefficient etc
// hence shifting lag index by one and copy over to BackShift operator
for (int j = 0; j < r; ++j)
{
bsYuleWalker.setParam(j + 1, yuleWalker[j]);
}
int m = 0;
// populate error array
while (m < r)
{
errors[m++] = 0;
} // initial r-elements are set to zero
while (m < length)
{
// from then on, initial estimate of error terms are
// Z_t = X_t - \phi_1 X_{t-1} - \cdots - \phi_r X_{t-r}
errors[m] = data[m] - bsYuleWalker.getLinearCombinationFrom(data, m);
++m;
}
return(yuleWalker);
}
