NDK_REVERSE

int __stdcall NDK_REVERSE ( double *  X,
size_t 
)

Returns the time-reversed order time series (i.e. the first observation is swapped with the last observation, etc.): both missing and non-missing values.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in,out] is the univariate time series data (a one dimensional array).
[in] is the number of observations in X.
Remarks
  1. The time series is homogeneous or equally spaced.
  2. The reverse operator changes the time-order from ascending to descending or vice versa: \[ \left[z_t\right] = \left[x_{T-t}\right] \] Where:
    • \( \left[z_t\right] \) is the reversed time series.
    • \(\left[x_t\right]\) is the input time series.
    • \(T\) is the number of observations (including missing values) in the input time series.
  3. The returned array has the same size as the input time series.
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Examples


   
Namespace:  NumXLAPI
Class:  SFSDK
Scope:  Public
Lifetime:  Static
int NDK_REVERSE ( double[]  data,
UIntPtr  nSize 
)

Returns the time-reversed order time series (i.e. the first observation is swapped with the last observation, etc.): both missing and non-missing values.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in,out] data  is the univariate time series data (a one dimensional array).
[in] nSize  is the number of observations in data.
Remarks
  1. The time series is homogeneous or equally spaced.
  2. The reverse operator changes the time-order from ascending to descending or vice versa: \[ \left[z_t\right] = \left[x_{T-t}\right] \] Where:
    • \( \left[z_t\right] \) is the reversed time series.
    • \(\left[x_t\right]\) is the input time series.
    • \(T\) is the number of observations (including missing values) in the input time series.
  3. The returned array has the same size as the input time series.
Exceptions
Exception Type Condition
None N/A
Requirements
Namespace NumXLAPI
Class SFSDK
Scope Public
Lifetime Static
Package NumXLAPI.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