Returns forecasts for lead times l=1,2,\ldots,\rm{nForecast} at origins z.Length-BackwardOrigin-1+j where j=1,\ldots,\rm{BackwardOrigin}+1.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double[,] Forecast(
	int nForecast
)
Visual Basic (Declaration)
Public Function Forecast ( _
	nForecast As Integer _
) As Double(,)
Visual C++
public:
array<double,2>^ Forecast(
	int nForecast
)

Parameters

nForecast
Type: System..::.Int32
An int scalar equal to the number of requested forecasts.

Return Value

A double matrix of dimensions of nForecast by BackwardOrigin + 1 containing the forecasts. The forecasts are for lead times l=1,2,\ldots,\rm{nForecast} at origins z.Length-BackwardOrigin-1+j where j=1,\ldots,\rm{BackwardOrigin}+1.

Exceptions

ExceptionCondition
Imsl.Stat..::.NonStationaryException is thrown if the final maximum likelihood estimates for the time series are nonstationary.
Imsl.Stat..::.NonInvertibleException is thrown if the final maximum likelihood estimates for the time series are noninvertible.
Imsl.Stat..::.InitialMAException is thrown if the initial values provided for the moving average terms using SetMA are noninvertible. In this case, ARMAMaxLikelihood terminates and does not compute the time series estimates.
Imsl.Stat..::.MatrixSingularException is thrown if the input matrix is singular.
Imsl.Stat..::.TooManyCallsException is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
Imsl.Stat..::.IncreaseErrRelException is thrown if the bound for the relative error is too small.
Imsl.Stat..::.NewInitialGuessException is thrown if the iteration has not made good progress.
Imsl.Stat..::.IllConditionedException is thrown if the problem is ill-conditioned.
Imsl.Stat..::.TooManyIterationsException is thrown if the maximum number of iterations is exceeded.
Imsl.Stat..::.TooManyFunctionEvaluationsException is thrown if the maximum number of function evaluations is exceeded.
Imsl.Stat..::.TooManyJacobianEvalException is thrown if the maximum number of Jacobian evaluations is exceeded.

See Also