IMSL C# Numerical Library

ARAutoUnivariate.GetDeviations Method 

Returns the deviations for each forecast used for calculating the forecast confidence limits.

public double[] GetDeviations();

Return Value

A double array of length BackwardOrigin+nForecast containing the deviations for calculating forecast confidence intervals. The confidence level is specified in the Confidence property.

Remarks

Note that the Forecast or GetForecastmethod must be invoked first before invoking this method. Otherwise, the method returns null.

See Also

ARAutoUnivariate Class | Imsl.Stat Namespace