ARMAOutlierIdentification.ComputeForecasts Method

ARMAOutlierIdentificationComputeForecasts Method

Computes forecasts, associated probability limits and $\psi$ weights for an outlier contaminated time series whose underlying outlier free series obeys a general seasonal or non-seasonal ARMA model.

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

Syntax

C++

Copy

public void ComputeForecasts(
	int nForecast
)

Public Sub ComputeForecasts ( 
	nForecast As Integer
)

public:
void ComputeForecasts(
	int nForecast
)

member ComputeForecasts : 
        nForecast : int -> unit

Parameters

nForecast: Type: SystemInt32
An int scalar containing the maximum lead time for forecasts. nForecast must be greater than 0. Forecast origin is the time point of the last observed value in the time series, $\text{n}$ . Forecasts are computed for lead times $1, 2, \ldots, \text{nForecast}$ , i.e. time points $\text{n}+1, \text{n}+2,\ldots,\text{n}+\text{nForecast}$ .

Remarks

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

Reference

ARMAOutlierIdentification Class

Imsl.Stat Namespace