Returns forecasts and associated confidence interval offsets.

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

Syntax

C#
public double[,] Forecast(
	int nForecast
)
Visual Basic (Declaration)
Public Function Forecast ( _
	nForecast As Integer _
) As Double(,)
Visual C++
public:
array<double,2>^ Forecast(
	int nForecast
)

Parameters

nForecast
Type: System..::.Int32
An int representing the number of requested forecasts.

Return Value

A double matrix of dimension nForecast by BackwardOrigin + 1 containing the forecasts. The forecasts are for lead times l=1,2,\ldots,\rm{nForecast} at origins z.Length-BackwardOrigin-1+j where j=1,\ldots,\rm{BackwardOrigin}+1.

Exceptions

ExceptionCondition
Imsl.Stat..::.MatrixSingularException is thrown if the input matrix is singular.
Imsl.Stat..::.TooManyCallsException is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
Imsl.Stat..::.IncreaseErrRelException is thrown if the bound for the relative error is too small.
Imsl.Stat..::.NewInitialGuessException is thrown if the iteration has not made good progress.
Imsl.Stat..::.IllConditionedException is thrown if the problem is ill-conditioned.
Imsl.Stat..::.TooManyIterationsException is thrown if the maximum number of iterations is exceeded.
Imsl.Stat..::.TooManyFunctionEvaluationsException is thrown if the maximum number of function evaluations is exceeded.
Imsl.Stat..::.TooManyJacobianEvalException is thrown if the maximum number of Jacobian evaluations is exceeded.
Imsl.Stat..::.SingularTriangularMatrixException is thrown if the input triangular matrix is singular.
Imsl.Stat..::.NonStationaryException is thrown if the final maximum likelihood estimates for the time series are nonstationary.

See Also