Computes forecasts and their associated probability limits for an
ARMA model.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
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 scalar containing the maximum lead time for forecasts.
nForecast must be greater than 0.
Return Value
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