IMSL C# Numerical Library

ARAutoUnivariate.Confidence Property

The confidence level for calculating confidence limit deviations returned from GetDeviations.

public double Confidence {get; set;}

Property Value

A double scalar value representing the confidence level used in computing forecast confidence intervals.

Remarks

Typical choices for Confidence are 0.90, 0.95, and 0.99. Confidence must be greater than 0.0 and less than 1.0. By default, Confidence = 0.95.

See Also

ARAutoUnivariate Class | Imsl.Stat Namespace