IMSL C# Numerical Library

ARMA.GetForecast Method 

Returns forecasts

public double[] GetForecast(
   int nForecast
);

Parameters

nForecast
An input int representing the number of requested forecasts beyond the last value in the series.

Return Value

A double array containing the nForecast+BackwardOrigin forecasts. The first BackwardOrigin forecasts are one-step ahead forecasts for the last BackwardOrigin values in the series. The next nForecast values in the returned series are forecasts for the next values beyond the series.

See Also

ARMA Class | Imsl.Stat Namespace