AutoARIMA.GetForecast Method

AutoARIMAGetForecast Method

Returns forecasts for the original outlier contaminated series.

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

Syntax

public double[] GetForecast()

Public Function GetForecast As Double()

public:
array<double>^ GetForecast()

member GetForecast : unit -> float[]

Return Value

Type: Double
A double array of length nForecast containing the forecasts for the original series. Forecast origin is the time point of the last observed value in the time series, $t_\text{nObs}$ . Forecasts are returned 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

Method Forecast must be invoked before this method is called. Otherwise, an InvalidOperationException exception is thrown.

Reference

AutoARIMA Class

Imsl.Stat Namespace