ISmLRXFilter

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmLRXFilter interface defines the parameters of LRX filter.

Inheritance Hierarchy

ISmLRXFilter

Comments

LRX-filter is a method of smoothing the time series used to single out long-term trends of the time series. This is a more general case of Hodrick-Prescott filter.

Properties

	Property name	Brief description
	DPrior	The DPrior property determines prior differences.
	Fitted	The Fitted property returns a modeling series.
	MissingData	The MissingData property determines missing data treatment parameters.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	Prior	The Prior property determines prior values.
	Residuals	The Residuals property returns a residual series.
	Serie	The Serie property determines a source series.
	SmoothingParameter	The SmoothingParameter property determines the measure of series smoothing.
	SummaryStatistics	The SummaryStatistics property returns summary statistics.
	w1	The w1 property determines weights 1.
	w2	The w2 property determines weights 2.
	w3	The w3 property determines weights 3.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces | Method LRX filter model