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

Property Value

A double scalar specifying the confidence level used in computing forecasts 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

ARMA Class | Imsl.Stat Namespace

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