g13aa Method
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g13aa carries out non-seasonal and seasonal differencing on a time series. Information which allows the original series to be reconstituted from the differenced series is also produced. This information is required in time series forecasting.

Syntax

C#
public static void g13aa(
	double[] x,
	int nx,
	int nd,
	int nds,
	int ns,
	double[] xd,
	out int nxd,
	out int ifail
)
Visual Basic (Declaration)
Public Shared Sub g13aa ( _
	x As Double(), _
	nx As Integer, _
	nd As Integer, _
	nds As Integer, _
	ns As Integer, _
	xd As Double(), _
	<OutAttribute> ByRef nxd As Integer, _
	<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g13aa(
	array<double>^ x, 
	int nx, 
	int nd, 
	int nds, 
	int ns, 
	array<double>^ xd, 
	[OutAttribute] int% nxd, 
	[OutAttribute] int% ifail
)
F#
static member g13aa : 
        x:float[] * 
        nx:int * 
        nd:int * 
        nds:int * 
        ns:int * 
        xd:float[] * 
        nxd:int byref * 
        ifail:int byref -> unit 

Parameters

x
Type: array< System..::.Double >[]()[]
An array of size [nx]
On entry: the undifferenced time series, xi, for i=1,2,,n.
nx
Type: System..::.Int32
On entry: n, the number of values in the undifferenced time series.
Constraint: nx>nd+nds×ns.
nd
Type: System..::.Int32
On entry: d, the order of non-seasonal differencing.
Constraint: nd0.
nds
Type: System..::.Int32
On entry: D, the order of seasonal differencing.
Constraint: nds0.
ns
Type: System..::.Int32
On entry: s, the seasonality.
Constraints:
  • if nds>0, ns>0;
  • if nds=0, ns0.
xd
Type: array< System..::.Double >[]()[]
An array of size [nx]
On exit: the differenced values in elements 0 to nxd-1, and reconstitution data in the remainder of the array.
nxd
Type: System..::.Int32 %
On exit: the number of differenced values in the array xd.
ifail
Type: System..::.Int32 %
On exit: ifail=0 unless the method detects an error (see [Error Indicators and Warnings]).

Description

References

Error Indicators and Warnings

Accuracy

Further Comments

The time taken by g13aa is approximately proportional to nd+nds×nx.

Example

See Also