GarchModel.Forecast Method

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.2.0

Overload List

Forecast() Returns the one step ahead forecast.
Forecast(Int32) Returns the forecast for the specified number of steps ahead.
Forecast(Int32, Vector<Double>, Vector<Double>) Returns the forecast for the specified number of steps ahead.

Forecast(Int32)

Returns the forecast for the specified number of steps ahead.
C# 
public override Vector<double> Forecast(
	int steps
)

Parameters

steps  Int32
The number of forecasts to return.

Return Value

Vector<Double>
A vector containing the forecast value for the time series.

Remarks

This method is available when the model is fitted or deployed. It throws an InvalidOperationException if the model has not been fitted.

Exceptions

InvalidOperationException Thrown if the model has not been fitted.

Forecast(Int32, Vector<Double>, Vector<Double>)

Returns the forecast for the specified number of steps ahead.
C# 
public Vector<double> Forecast(
	int steps,
	Vector<double> responses,
	Vector<double> variances
)

Parameters

steps  Int32
The number of forecasts to return.
responses  Vector<Double>
Vector that contains the pre-sample responses.
variances  Vector<Double>
Vector that contains the pre-sample variances.

Return Value

Vector<Double>
A vector with steps elements that contains the forecasts for the variance of the series.

Remarks

Either or both responses and variances may be null. Only the last q responses are actually used, where q is .

This method is available when the model is fitted or deployed. It throws an InvalidOperationException if the model has not been fitted.

See Also