| 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
