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

status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
[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
  1. The time series is homogeneous or equally spaced
  2. The time series may include missing values (e.g. NaN) at either end.
Header SFSDK.H

* 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