Click or drag to resize
ARAutoUnivariateForecast Method
Returns forecasts and associated confidence interval offsets.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
Copy
public double[,] Forecast(
	int nForecast
)

Parameters

nForecast
Type: SystemInt32
An int representing the number of requested forecasts.

Return Value

Type: Double
A double matrix of dimension 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
MatrixSingularException is thrown if the input matrix is singular.
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.
IncreaseErrRelException is thrown if the bound for the relative error is too small.
NewInitialGuessException is thrown if the iteration has not made good progress.
IllConditionedException is thrown if the problem is ill-conditioned.
TooManyIterationsException is thrown if the maximum number of iterations is exceeded.
TooManyFunctionEvaluationsException is thrown if the maximum number of function evaluations is exceeded.
TooManyJacobianEvalException is thrown if the maximum number of Jacobian evaluations is exceeded.
SingularTriangularMatrixException is thrown if the input triangular matrix is singular.
NonStationaryException is thrown if the final maximum likelihood estimates for the time series are nonstationary.
See Also