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

See also


  • System Administration Guide: Volume 2 > Using OLAP

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