IMsCointegrationEquationTransform.ConfidenceLevel

Syntax

ConfidenceLevel: Double;

Description

The ConfidenceLevel property determines the confidence limit significance of a forecasting series.

Comments

As a rule, the value of confidence limits is set by 1-alpha value where one of standard significance values 0.1, 0.05 or 0.01 is taken as alpha. For example, for alpha=0.05 the confidence limit significance is equal to 1-0.05=0.95, which corresponds to 95%. Significance level can take the value in the interval [0;1].

Example

The property use is given in the example for IMsCointegrationEquationTransform.Result.