GarchModel.Forecast Method

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

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.

Returns the forecast for the specified number of steps ahead.

public override Vector<double> Forecast(
	int steps
)

Visual Basic

Public Overrides Function Forecast ( 
	steps As Integer
) As Vector(Of Double)

C++/CLI

public:
virtual Vector<double>^ Forecast(
	int steps
) override

abstract Forecast : 
        steps : int -> Vector<float> 
override Forecast : 
        steps : int -> Vector<float>

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

Note that the first element of the return value, with index 0, is the one step ahead forecast.

Returns the forecast for the specified number of steps ahead.

public Vector<double> Forecast(
	int steps,
	Vector<double> responses,
	Vector<double> variances
)

Visual Basic

Public Function Forecast ( 
	steps As Integer,
	responses As Vector(Of Double),
	variances As Vector(Of Double)
) As Vector(Of Double)

C++/CLI

public:
Vector<double>^ Forecast(
	int steps, 
	Vector<double>^ responses, 
	Vector<double>^ variances
)

member Forecast : 
        steps : int * 
        responses : Vector<float> * 
        variances : Vector<float> -> Vector<float>

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

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