Computes forecasts and their associated probability limits for an ARMA model.

Parameters

nForecast

An int scalar containing the maximum lead time for forecasts. nForecast must be greater than 0.

Return Value

A double matrix of dimensions of nForecast by BackwardOrigin+1 containing the forecasts. Return null if the least-square estimates of parameters is not computed.

See Also

ARMA Class | Imsl.Stat Namespace

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