Computes forecasts, associated probability limits and $\psi$ weights for the given outlier contaminated time series.

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

Syntax

C#
public void Forecast( int nForecast )

Visual Basic (Declaration)
Public Sub Forecast ( _ nForecast As Integer _ )

Visual C++
public: void Forecast( int nForecast )

nForecast: Type: System..::.Int32
An int scalar representing the number of forecasts that will be computed. nForecast must be greater than 0. Forecast origin is the time point of the last observed value in the time series, $t_\text{nObs}$ . Forecasts are computed 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

One of the Compute methods must be invoked first before invoking this method. Otherwise, the method throws an InvalidOperationException exception.