ARMAMaxLikelihood.Forecast Method

Returns forecasts for lead times $l=1,2,\ldots,\rm{nForecast}$ at origins

z.Length-BackwardOrigin-1+j

where $j=1,\ldots,\rm{BackwardOrigin}+1$ .

public double[,] Forecast(
int nForecast
);

Parameters

nForecast: An int scalar equal to the number of requested forecasts.

Return Value

A double matrix of dimensions of nForecast by BackwardOrigin + 1 containing the forecasts. The forecasts are for lead times $l=1,2,\ldots,\rm{nForecast}$ at origins z.Length-BackwardOrigin-1+j where $j=1,\ldots,\rm{BackwardOrigin}+1$ .

Exceptions

Exception Type	Condition
NonStationaryException	is thrown if the final maximum likelihood estimates for the time series are nonstationary.
NonInvertibleException	is thrown if the final maximum likelihood estimates for the time series are noninvertible.
InitialMAException	is thrown if the initial values provided for the moving average terms using `SetMA` are noninvertible. In this case, `ARMAMaxLikelihood` terminates and does not compute the time series estimates.
MatrixSingularException	is thrown if the input matrix is singular.
TooManyCallsException	is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
IncreaseErrRelException	is thrown if the bound for the relative error is too small.
NewInitialGuessException	is thrown if the iteration has not made good progress.
IllConditionedException	is thrown if the problem is ill-conditioned.
TooManyIterationsException	is thrown if the maximum number of iterations is exceeded.
TooManyFunctionEvaluationsException	is thrown if the maximum number of function evaluations is exceeded.
TooManyJacobianEvalException	is thrown if the maximum number of Jacobian evaluations is exceeded.

ARMAMaxLikelihood.Forecast Method

Parameters

Return Value

Exceptions

See Also