Returns forecasts
int
representing the number of requested forecasts beyond the last value in the series. 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.
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 Class | Imsl.Stat Namespace