NDK_GED_FORECI

int __stdcall NDK_GED_FORECI ( double  mean,
double  sigma,
double  df,
double  alpha,
BOOL  upper,
double *  retVal 
)

Returns the upper & lower limit of the confidence interval for the Generalized Error Distribution (GED) distribution.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in] mean is the mean of the GED distribution.
[in] sigma is the standard deviation of the GED distribution.
[in] df is the degrees of freedom (nu) of the GED distribution.
[in] alpha is the statistical significance level. If missing, a default of 5% is assumed.
[in] upper is a switch to select the limit (upper/lower).
[out] retVal is the computed value.
Remarks
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
References
* Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
* Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
* D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
* Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848