AutoARIMA.Confidence Property

AutoARIMAConfidence Property

The confidence level used in the calculation of 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; }

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 forecast confidence intervals.

Default: Confidence = 0.95.

Remarks

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