Nerver mind, I found this my fault. Sorry and please delete this post .
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Hi all,
I'm currently try to using IMSLCS(6.5) AutoArima to forecast the stock price of Vietnam Market base on example 2 of AutoArima's doc. My program always stuck at the autoArima.Forecast(6) line (when the autoArima.Compute(arOrders, ,aOrders) is done without any exception). The exception is : {"Index was outside the bounds of the array."} with stack trace is:
=====begin of stacktrade===========
at Imsl.Stat.AutoARIMA.a(Int32 A_0, Double[] A_1, Int32[] A_2, Int32[,] A_3, Double[] A_4, Double[] A_5, Double[] A_6, Double[] A_7, Int32 A_8, Int32 A_9, Double A_10, Double[,] A_11, Double[,] A_12, Double A_13, Double[] A_14)
at Imsl.Stat.AutoARIMA.Forecast(Int32 nForecast)
at Arimater.Form1.cmdTest_Click(Object sender, EventArgs e) in C:\Documents and Settings\Administrator\my documents\visual studio 2010\Projects\Arimater\Arimater\Form1.cs:line 86
at System.Windows.Forms.Button.OnMouseUp(MouseEventAr gs mevent)
at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks)
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.ButtonBase.WndProc(Message& m)
at System.Windows.Forms.Button.WndProc(Message& m)
at System.Windows.Forms.NativeWindow.DebuggableCallba ck(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
at System.Windows.Forms.UnsafeNativeMethods.DispatchM essageW(MSG& msg)
at System.Windows.Forms.Application.ComponentManager. System.Windows.Forms.UnsafeNativeMethods.IMsoCompo nentManager.FPushMessageLoop(IntPtr dwComponentID, Int32 reason, Int32 pvLoopData)
at System.Windows.Forms.Application.ThreadContext.Run MessageLoopInner(Int32 reason, ApplicationContext context)
at System.Windows.Forms.Application.ThreadContext.Run MessageLoop(Int32 reason, ApplicationContext context)
at Arimater.Program.Main() in C:\Documents and Settings\Administrator\my documents\visual studio 2010\Projects\Arimater\Arimater\Program.cs:line 18
at System.AppDomain._nExecuteAssembly(RuntimeAssembly assembly, String[] args)
at Microsoft.VisualStudio.HostingProcess.HostProc.Run UsersAssembly()
at System.Threading.ExecutionContext.Run(ExecutionCon text executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionCon text executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
=====end of stacktrade===========

I think it's must be a bug because after building the model, the forecast task must be done easy?