ISmCurveEstimation.ForecastConfidenceLevel

Syntax

ForecastConfidenceLevel: Double;

Description

The ForecastConfidenceLevel property determines the significance of forecasting series confidence limits, that is, the probability for the confidence interval to cover an unknown parameter value.

Comments

Usually, the confidence limits relevance is set by the 1-alpha value, where alpha - relevance level. For alpha=0.05, relevance level is equal to 0,95, which corresponds to 95%.

Confidence limits relevance can take values from the range (0; 1). The default value is 0.95.

This property is set for all dependence forms.

Example

The property use is given in the example for ISmCurveEstimation.MissingData.