IMsArimaTransform

Assembly: Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IMsArimaTransform interface contains properties and methods that determine model calculation parameters by the ARIMA method.

Inheritance Hierarchy

          IMsMethod

          IMsArimaTransform

Comments

ARIMA - one of the most popular models for short-term forecasting.

Properties

  Property name Brief description
Outdated. Use the IMsArimaTransform.ARMA.
The ARMA property returns autoregression and moving average parameters.
The ConfidenceLevel property determines the confidence limits relevance.
The ConstantMode property determines the method of defining constant value.
The ConstantValue property determines the constant value.
The DiagnosticTests property returns a set of diagnostic tests of the model.
Outdated. Use IMsMethodSeries.DynamicLowerConfidenceLevel.
Outdated. Use IMsMethodSeries.DynamicLowerConfidenceLevel.
Outdated. Use IMsMethodSeries.DynamicUpperConfidenceLevel.
Outdated. Use IMsMethodSeries.DynamicUpperConfidenceLevel.
The Explained property returns output series.
Outdated. Use IMsMethodSeries.Fitted.
Outdated. Use IMsMethodSeries.Fitted.
Outdated. Use IMsMethodSeries.Fitted.
Outdated. Use IMsMethodSeries.Forecast.
Outdated. Use IMsMethodSeries.Forecast.
Outdated. Use IMsMethodSeries.Input.
Outdated. Use IMsMethodSeries.LowerConfidenceLevel.
Outdated. Use IMsMethodSeries.LowerConfidenceLevel.
The MaxIteration property determines the maximum number of iterations, within which the optimum solution should be found.
The MissingData property returns an object containing parameters of missing data treatment in the source series.
Outdated. Use IMsMethodSeries.Residuals.
Outdated. Use IMsMethodSeries.Residuals.
Outdated. Use IMsMethodSeries.UpperConfidenceLevel.
Outdated. Use IMsMethodSeries.UpperConfidenceLevel.

Methods

  Property name Brief description
The AutoCorrelation method executes autocorrelation analysis of a model.

Properties inherited fromIMsMethod

  Property name Brief description
The CalculateSeries property returns results of model calculation.
Outdated. Use InversionInfo.Inversion.
The InversionInfo property returns parameters of initial transformation applied to variable.
Outdated. Use InversionInfo.InversionLag.
The ObservationsCount property returns the number of model observations.
The PeriodAlignment property returns type of model calculation relative to period.
Outdated. Use InversionInfo.PreviousInversionLag.
The Series property returns a set of available series used by current method in calculations.
The StatMethod property returns information on statistical method used for model calculation.
The Summary property returns summary statistics calculated for model.
The SupportsR property determines whether calculation by R is enabled.
The Type property returns type of method used for model calculation.
The UseR property determines whether connection to R is used on method calculation.

Methods inherited fromIMsMethod

  Method name Brief description
The Execute method calculates model and returns calculation results.

See also:

Ms Assembly Interfaces