# 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
Header SFSDK.H SFSDK.LIB SFSDK.DLL
Examples



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