Returns the deviations for each forecast used for calculating the forecast confidence limits.

Return Value

A double array of length nForecast+BackwardOrigin containing the deviations for calculating forecast confidence intervals. The confidence level is specified in Confidence.

Remarks

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

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace

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