TS_AUTO_ARIMA_RESULT_FORECAST_VALUE Function [Scalar]

A supporting function for TS_AUTO_ARIMA. Retrieves the forecasted values for the requested outlier free series produced by TS_AUTO_ARIMA.

Syntax

TS_AUTO_ARIMA_RESULT_FORECAST_VALUE(auto_arima_result,
model_element_number)

Licensing Prerequisites

Available only with RAP – The Trading Edition Enterprise.

Parameters

Usage

Returns a double-precision floating point value representing the specified forecast value for the original input series. The implicit time value for this forecasted value is the last time value in the input time_values passed to TS_AUTO_ARIMA, plus the specified forecast_element_number.

IMSL Mapping

Maps to the IMSLS_OUTLIER_FORECAST argument of imsls_d_auto_arima

Example

See the example for TS_AUTO_ARIMA function.

Standards and Compatibility

Related concepts
Scalar Time Series Forecasting and Analysis Functions
Related reference
TS_AUTO_ARIMA Function [Aggregate]
TS_AUTO_ARIMA_OUTLIER Function [Aggregate]
TS_AUTO_ARIMA_RESULT_AIC Function [Scalar]
TS_AUTO_ARIMA_RESULT_AICC [Scalar]
TS_AUTO_ARIMA_RESULT_BIC Function [Scalar]
TS_AUTO_ARIMA_RESULT_FORECAST_ERROR Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_P Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_Q Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_S Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_D Function [Scalar]
TS_AUTO_ARIMA_RESULT_RESIDUAL_SIGMA Function [Scalar]