ARMA.Confidence Property

ARMAConfidence Property

The confidence level for calculating confidence limit deviations returned from GetDeviations.

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

Syntax

public double Confidence { get; set; }

Public Property Confidence As Double
	Get
	Set

public:
property double Confidence {
	double get ();
	void set (double value);
}

member Confidence : float with get, set

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

Remarks

Typical choices for Confidence are 0.90, 0.95, and 0.99. Confidence must be greater than 0.0 and less than 1.0. By default, Confidence = 0.95.