Computes forecasts and their associated probability limits for an
ARMA model.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[,] Forecast(
int nForecast
)
Public Function Forecast (
nForecast As Integer
) As Double(,)
public:
array<double,2>^ Forecast(
int nForecast
)
member Forecast :
nForecast : int -> float[,]
Parameters
- nForecast
- Type: SystemInt32
An int scalar containing the maximum lead time for forecasts.
nForecast must be greater than 0.
Return Value
Type:
Double
A
double matrix of dimensions of
nForecast by
BackwardOrigin+1 containing the forecasts. Return
null
if the least-square estimates of parameters is not computed.
See Also