NDK_AIRLINE_SIM

Returns an array of cells for the simulated values.

Return Value

a value from NDK_RETCODE enumeration for the status of the call. 

NDK_SUCCESS	operation successful
Error	Error Code

Parameters

[in]	pData	is a univariate time series of the initial values (a one dimensional array).
[in]	nSize	is the number of observations in pData.
[in]	mean	is the model mean (i.e. mu).
[in]	sigma	is the standard deviation of the model's residuals/innovations.
[in]	dSeason	is the length of seasonality (expressed in terms of lags, where s > 1).
[in]	theta	is the coefficient of first-lagged innovation (see model description).
[in]	theta2	is the coefficient of s-lagged innovation (see model description).
[in]	nSeed	is an unsigned integer for setting up the random number generators
[out]	retVal	is the calculated simulation value
[in]	nSteps	is the number of future steps to simulate for.

Remarks

1. The underlying model is described here.
2. The time series is homogeneous or equally spaced
3. The time series may include missing values (e.g. NaN) at either end.
4. NDK_ARMA_SIM returns an array of one simulation path starting from the end of the input data.
5. The input data argument (i.e. latest observations) is optional. If ommitted, an array of zeroes is assumed.
6. The time series is homogeneous or equally spaced.
7. The time series may include missing values (e.g. NaN) at either end.
8. The long-run mean argument (mean) can take any value or be omitted, in which case a zero value is assumed.
9. The value of the residuals/innovations standard deviation (sigma) must be positive.
10. The season length must be greater than one.
11. The input argument for the non-seasonal MA parameter - theta - is optional and can be omitted, in which case no non-seasonal MA component is included.
12. The input argument for the seasonal MA parameter - theta2 - is optional and can be omitted, in which case no seasonal MA component is included.

Exceptions

Exception Type	Condition
None	N/A

Requirements

Namespace	NumXLAPI
Class	SFSDK
Scope	Public
Lifetime	Static
Package	NumXLAPI.DLL

Examples