IEmHodrickPrescottFilterSettings

Assembly: Modeller;

Namespace: Prognoz.Platform.Interop.Modeller;

Description

The IEmHodrickPrescottFilterSettings interface determines Hodrick-Prescott Filter method calculation parameters.

Inheritance hierarchy

          IEmMethodSettings

          IEmHodrickPrescottFilterSettings

Comments

This method is used to single out long-term trends of time series. The filter is a two-sided linear filter that calculates S series based on the initial Y series by minimizing the S series elements scattering around Y given the minimum of the double differentiated S series elements sum.

To create an object with calculation parameters use the IExpressModeller.CreateHodrickPrescottFilterSettings method.

Properties

	Property name	Brief description
	Serie	The Serie property determines the smoothable series.
	SmoothingParameter	The SmoothingParameter property determines smoothing parameter value.

Properties inherited from IEmMethodSettings

	Property name	Brief description
	Format	The Format property determines a set of sections displayed in the report of express modeling method calculation.
	MissingData	The MissingData property returns missing initial data processing parameters, used by the express modeling method.
	Period	The Period property returns calculation period parameters for the express modeling method.
	ReportSettings	The ReportSettings property returns report parameters for calculating the express modeling method.
	Sections	The Sections property returns report sections data of express modeling method calculation.

See also:

Modeller Assembly Interfaces | TheHodrick-Prescott Filter Method