# NDK_FARIMA_VALIDATE

 int __stdcall NDK_FARIMA_VALIDATE ( double mean, double sigma, double nIntegral, double * phis, size_t p, double * thetas, size_t q )

Examines the model's parameters for stability constraints (e.g. stationary, etc.).

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 ARMA model mean (i.e. mu). [in] sigma is the standard deviation of the model's residuals/innovations. [in] nIntegral is the integration 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)
Remarks
1. The underlying model is described here.
2. NDK_FARIMA_VALIDATE checks the FARIMA model for stability: stationarity, invertibility, and causality.
3. The integration order argument (d) must be a positive integer.
4. The long-run mean can take any value or may be omitted, in which case a zero value is assumed.
5. The residuals/innovations standard deviation (sigma) must be greater than zero.
6. For the input argument (phi):
• The input argument is optional and can be omitted, in which case no AR component is included.
• The order of the parameters starts with the lowest lag.
• The order of the AR component model is solely determined by the order of the last value in the array with a numeric value (vs. missing or error).
7. For the input argument (theta):
• The input argument is optional and can be omitted, in which case no MA component is included.
• The order of the parameters starts with the lowest lag.
• The order of the MA component model is solely determined by the order of the last value in the array with a numeric value (vs. missing or error).
Requirements