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

Property Value

A double scalar specifying the confidence level used in computing forecast confidence intervals.

Remarks

The confidence limits must be greater than 0.0 and less than 1.0. Suggested confidence limits are 0.90, 0.95, and 0.99. By default, Confidence = 0.95.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace

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