Summary
Forecast using the ARIMA model.
Unit
StatTimeSerAnalysis
Declaration
Procedure ARIMAForecast(Data, p, t: TVec; d, n: integer; Result, ResultStdDev: TVec);
| Parameter | Description |
|---|
| Data | Time series data set. |
| P | ARIMA Phi coefficients. |
| T | ARIMA Theta coefficients. |
| d | Number of differentiations to be applied to data set. |
| n | Number of samples to forecast. |
| Result | Returns forecasted points. |
| ResultStdDev | Returns forecasted points standard deviation. |
Description
Forecasts time series points by using the ARIMA(p,d,q) model.
Categories
ARMA and ARIMA routines| Copyright 2008 Dew Research |
http://www.dewresearch.com