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

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 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