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ARMAForecast Method
Computes forecasts and their associated probability limits for an ARMA model.

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

Parameters

nForecast
Type: SystemInt32
An int scalar containing the maximum lead time for forecasts. nForecast must be greater than 0.

Return Value

Type: Double
A double matrix of dimensions of nForecast by BackwardOrigin+1 containing the forecasts. Return null if the least-square estimates of parameters is not computed.
See Also