Returns forecasts for the original outlier contaminated series.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double[] GetForecast()
Visual Basic (Declaration)
Public Function GetForecast As Double()
Visual C++
public:
array<double>^ GetForecast()

Return Value

A double array of length nForecast containing the forecasts for the original series. Forecast origin is the time point of the last observed value in the time series, t_\text{nObs}. Forecasts are returned for lead times 1, 2, \ldots, \text{nForecast}, i.e. time points t_\text{nObs}+1, t_\text{nObs}+2,\ldots,t_\text{nObs}+\text{nForecast}.

Remarks

Method Forecast must be invoked before this method is called. Otherwise, an InvalidOperationException exception is thrown.

See Also