ARMAMaxLikelihood.GetDeviations Method

ARMAMaxLikelihoodGetDeviations Method

Returns the deviations for each forecast used for calculating the forecast confidence limits.

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

Syntax

public double[] GetDeviations()

Public Function GetDeviations As Double()

public:
array<double>^ GetDeviations()

member GetDeviations : unit -> float[]

Return Value

Type: Double
A double array of length nForecast+BackwardOrigin containing the deviations for calculating forecast confidence intervals. The confidence level is specified in Confidence.

Remarks

Note that the Forecast or GetForecast method must be invoked first before invoking this method. Otherwise, the method returns null.

Reference

ARMAMaxLikelihood Class

Imsl.Stat Namespace