IMSL C# Numerical Library

ARMA.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 nForecast containing the deviations for calculating forecast confidence intervals. The confidence level is specified in the Confidence property.

Remarks

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

See Also

ARMA Class | Imsl.Stat Namespace