ARMA POC #702
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ARMA POC #702
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in the model file the need to give the number of lags was rmeoved in the template file the prediction function was updated it now has LM and the MA / AR terms are optional
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Description
This PR introduces an ARMA model to orbit with a MCMC estimator.
The ARMA model lets the user chose the number and length of lags for both the AR and MA processes.
Linear predictors can also be added.
Fixes # (issue)
#691
Type of change
How Has This Been Tested?
Standard unit tests. Additional test will eventually be needed.
Please explain how this patch was tested. E.g. unit tests, integration tests, manual tests.