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ARMAOutlierIdentificationConfidence Property
The confidence level for calculating confidence limit deviations via method GetDeviations.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double Confidence { get; set; }

Property Value

Type: Double
A double scalar specifying the confidence level used in computing forecast confidence intervals.

Default: Confidence = 0.95.

Remarks
The confidence levels must be greater than 0.0 and less than 1.0. Typical level choices are 0.90, 0.95, and 0.99.
See Also