IMsArimaTransform.ARMA

Fore Syntax

ARMA: ISlARMA;

Fore.NET Syntax

ARMA: Prognoz.Platform.Interop.Stat.SlARMA;

Description

The ARMA property returns autoregression and moving average parameters.

Comments

Be default autoregression order and moving average order are not specified.

Fore Example

Executing the example requires that the repository contains a modeling container with the CONT_MODEL identifier. The ARIMA model with the MODEL identifier is created in this container.

It is also necessary to add links to the Metabase, Ms, Stat system assemblies.

Sub UserProc;
Var
    mb: IMetabase;
    ContKey: Integer;
    ModelObj: IMetabaseObject;
    Model: IMsModel;
    Transform: IMsFormulaTransform;
    Formula: IMsFormula;
    Arima: IMsArimaTransform;
    ARMA: ISlARMA;
    Init: Array[1] Of Double;
Begin
    mb := MetabaseClass.Active;
    ContKey := mb.ItemById("CONT_MODEL").Key;
    ModelObj := mb.ItemByIdNamespace("MODEL", ContKey).Edit;
    Model := ModelObj As IMsModel;
    Transform := Model.Transform;
    Formula := Transform.FormulaItem(0);
    Arima := Formula.Method As IMsArimaTransform;
    ARMA := Arima.ARMA;
   // difference and seasonal difference values
    ARMA.Diff := 1;
    ARMA.DiffSeas := 1;
    // the orders of seasonal autoregression and seasonal sliding average
    ARMA.ParseARSeas("1");
    ARMA.ParseMASeas("1");
    // initial approximations of seasonal autoregression and seasonal sliding average
    Init[0] := 0.3;
    ARMA.InitARSeas := Init;
    Init[0] := 0.4;
    ARMA.InitMASeas := Init;
    // seasonality period
    ARMA.PeriodSeas := 1;
    // model saving
    ModelObj.Save;
End Sub UserProc;

After executing the example, the following is specified for the ARIMA model:

Values of difference and seasonal difference.
Orders of seasonal autoregression and seasonal moving average.
Initial approximations of seasonal autoregression and seasonal moving average.
Seasonal period.

All changes are saved.