TS_AUTO_ARIMA_RESULT_MODEL_S Function [Scalar]

A supporting function for the TS_AUTO_ARIMA. Retrieves the s value produced by TS_AUTO_ARIMA when computing the ARIMA model description.

Syntax

TS_AUTO_ARIMA_RESULT_MODEL_S(auto_arima_result)

Licensing prerequisites

Available only with RAP – The Trading Edition Enterprise.

Parameters

Usage

Returns the double-precision floating point s output parameter generated by TS_AUTO_ARIMA.

IMSL mapping

Maps to the third element of the IMSLS_MODEL argument of imsls_d_auto_arima.

Example

See the example for TS_AUTO_ARIMA.

Standards and compatibility

See also


  • System Administration Guide: Volume 2 > Using OLAP

  • IMSL C Numerical Library User’s Guide: Volume 2 of 2 C Stat Library