NDK_FARIMA_FITTED

 int __stdcall NDK_FARIMA_FITTED ( double * pData, size_t nSize, double mean, double sigma, double nIntegral, double * phis, size_t p, double * thetas, size_t q, WORD retType )

Returns an array of cells for the fitted values (i.e. mean, volatility and residuals

Returns
status code of the operation
Return values
 NDK_SUCCESS Operation successful NDK_FAILED Operation unsuccessful. See Macros for full list.
Parameters
[in,out] pData  is the univariate time series data (a one dimensional array).
[in] nSize  is the number of observations in pData.
[in] mean  is the ARMA model mean (i.e. mu).
[in] sigma  is the standard deviation of the model's residuals/innovations.
[in] nIntegral  is the model's integration fractional order.
[in] phis  are the parameters of the AR(p) component model (starting with the lowest lag).
[in] p is the number of elements in phis (order of AR component)
[in] thetas are the parameters of the MA(q) component model (starting with the lowest lag).
[in] q is the number of elements in thetas (order of MA component)
[in] retType  is a switch to select a output type
Order   Description
1 Fitted mean (default)
2 Fitted standard deviation or volatility
3 Raw (non-standardized) residuals
4 Standardized residuals
Remarks
1. The time series is homogeneous or equally spaced
2. The time series may include missing values (e.g. NaN) at either end.
Requirements