Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISmHodrickPrescottFilter interface defines the parameters of Hodrick-Prescott filter.
ISmHodrickPrescottFilter
This method is used to single out long-term trends of time series. This is a two-sided linear filter that calculates a series S based on a source series Y by minimizing the spread of S series elements around Y provided that the sum of elements of twice differenced S series is a minimum.
| Property name | Brief description | |
| The Fitted property returns a modeling series. | ||
| The Frequency property determines the number of periods in the year. | ||
| The MissingData property determines missing data treatment parameters. | ||
| The ModelPeriod property determines sample period parameters. | ||
| The Power property determines the value of the power used as the smoothing parameter. | ||
| The Residuals property returns a residual series. | ||
| The Serie property determines source series parameters. | ||
| The SmoothingParameter property determines smoothing parameter. | ||
| The SmoothingParameterMode property determines the method of setting the smoothing parameter. | ||
| The SummaryStatistics property returns summary statistics. |
| Property name | Brief description | |
| The DisplayName property returns the displayed method name. | ||
| The ErrorByStatus property returns an error message by the error number. | ||
| The Errors property returns a message with all the errors and warnings. | ||
| The Name property returns the internal method name. | ||
| The Status property returns the method execution status. | ||
| The SupportsR property returns whether statistical method can be calculated via R package. | ||
| The UseR property determines whether statistical method is calculated via the R package. | ||
| The WarningByStatus property returns a warning text by its number. | ||
| The Warnings property returns the warnings that occurred at method calculation. | ||
| The WarningsCount property returns the number of warnings that occurred at the method calculation. | ||
| The WarningsNumbers property returns numbers of warnings that occurred at the method calculation. |
| Method Name | Brief description | |
| The Clone method clones a statistical method object. | ||
| The Execute method executes a statistical method. | ||
| The LoadFromXML method loads statistical method settings from XML code. | ||
| The SaveToXML method unloads statistical method settings to XML code. |
See also: