ARMAOutlierIdentification.GetDeviations Method

ARMAOutlierIdentificationGetDeviations Method

Returns the deviations 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 containing the deviations from each forecast for calculating forecast confidence intervals.

Remarks

The confidence level is specified by the Confidence property. Method ComputeForecasts has to be invoked before this method is called. Otherwise, an InvalidOperationException exception is thrown.

Reference

ARMAOutlierIdentification Class

Imsl.Stat Namespace