ARMAMaxLikelihood.Confidence Property

ARMAMaxLikelihoodConfidence Property

The confidence level for calculating confidence limit deviations returned from GetDeviations.

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

Syntax

public double Confidence { get; set; }

Public Property Confidence As Double
	Get
	Set

public:
property double Confidence {
	double get ();
	void set (double value);
}

member Confidence : float with get, set

Property Value

Type: Double
A double scalar specifying the confidence level used in computing forecast confidence intervals.

Remarks

The confidence limits must be greater than 0.0 and less than 1.0. Suggested confidence limits are 0.90, 0.95, and 0.99. By default, Confidence = 0.95.

Reference

ARMAMaxLikelihood Class

Imsl.Stat Namespace