NDK_PACFCI

int __stdcall NDK_PACFCI ( double *  X,
size_t  N,
size_t  K,
double  alpha,
double *  ULCI,
double *  LLCI 
)

Calculates the confidence interval limits (upper/lower) for the partial-autocorrelation function.

Returns
status code of the operation
Return values
NDK_SUCCESS Operation successful
NDK_FAILED Operation unsuccessful. See Macros for full list.
Parameters
[in] X is the univariate time series data (a one dimensional array).
[in] N is the number of observations in X.
[in] K is the lag order (e.g. k=0 (no lag), k=1 (1st lag), etc.).
[in] alpha  is the statistical significance level. If missing, a default of 5% is assumed.
[out] ULCI  is the upper limit value of the confidence interval.
[out] LLCI  is the lower limit value of the confidence interval.
Remarks
1. The sample data may include observations with missing values (NaN)
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Examples


   
Namespace:  NumXLAPI
Class:  SFSDK
Scope:  Public
Lifetime:  Static
int NDK_PACFCI ( double[]   pData,
UIntPtr  nSize,
int  nLag,
double  alpha,
out double  retUpper,
out double  retLower 
)

Calculates the confidence interval limits (upper/lower) for the partial-autocorrelation function.

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 the univariate time series data (a one dimensional array).
[in] nSize is the number of observations in pData.
[in] nLag is the lag order (e.g. k=0 (no lag), k=1 (1st lag), etc.).
[in] alpha  is the statistical significance level. If missing, a default of 5% is assumed.
[out] retUpper  is the upper limit value of the confidence interval.
[out] retLower  is the lower limit value of the confidence interval.
Remarks
1. The sample data may include observations with missing values (NaN)
Exceptions
Exception Type Condition
None N/A
Requirements
Namespace NumXLAPI
Class SFSDK
Scope Public
Lifetime Static
Package NumXLAPI.DLL
Examples

	
References
Hull, John C.; Options, Futures and Other DerivativesFinancial Times/ Prentice Hall (2011), ISBN 978-0132777421