AutoARIMA.Forecast Method

AutoARIMAForecast Method

Computes forecasts, associated probability limits and $\psi$ weights for the given outlier contaminated time series.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public void Forecast(
	int nForecast
)

Public Sub Forecast ( 
	nForecast As Integer
)

public:
void Forecast(
	int nForecast
)

member Forecast : 
        nForecast : int -> unit

nForecast: Type: SystemInt32
An int scalar representing the number of forecasts that will be computed. nForecast must be greater than 0. Forecast origin is the time point of the last observed value in the time series, $t_\text{nObs}$ . Forecasts are computed for lead times $1, 2, \ldots, \text{nForecast}$ , i.e. time points $t_\text{nObs}+1, t_\text{nObs}+2,\ldots,t_\text{nObs}+\text{nForecast}$ .

Remarks

One of the Compute methods must be invoked first before invoking this method. Otherwise, the method throws an InvalidOperationException exception.