IModelling.DLogX

Syntax

DLogX(Input: ITimeSeries; [Lag: Integer = 1]): Variant;

Parameters

Input. Variable.

Lag. The parameter sets a shift (lag) of variable points in a time period. It can take only positive values. Optional parameter, default value: 1 - previous period.

Description

The DLogX method calculates the rate of change of the logarithm of variable points to the specified period: (ln(x[t]/x[t-Lag])).

Fore Example

Executing the example requires that the repository contains a modeling container with the MS identifier. A model with the MODEL_D identifier calculated by the method of determinate equation and containing at least one input variable must be available in this container.

Sub UserProc;

Var

Mb: IMetabase;

ModelSpace, ModelObj: IMetabaseObject;

Transf: IMsFormulaTransform;

Formula: IMsFormula;

Model: IMsModel;

Determ: IMsDeterministicTransform;

TransVar: IMsFormulaTransformVariable;

Slice: IMsFormulaTransformSlice;

TermInfo: IMsFormulaTermInfo;

Expr: IExpression;

Begin

Mb := MetabaseClass.Active;

ModelSpace := Mb.ItemById("MS").Bind;

ModelObj := Mb.ItemByIdNamespace("MODEL_D", ModelSpace.Key).Edit;

Model := ModelObj As IMsModel;

Transf := Model.Transform;

Formula := Transf.FormulaItem(0);

Determ := Formula.Method As IMsDeterministicTransform;

TransVar := Transf.Inputs.Item(0);

Slice := TransVar.Slices.Item(0);

TermInfo := Transf.CreateTermInfo;

TermInfo.Slice := Slice;

Expr := Determ.Expression;

Expr.References := "Ms";

Expr.AsString := "DLogX(" + TermInfo.TermInnerText + ", 3)";

If Expr.Valid

Then ModelObj.Save;

Else Debug.WriteLine(The model is not saved: error in the formula);

End If;

End Sub UserProc;

After executing the example the model calculates rate of change for logarithm of the first input variable points to the period shifted from the current one by three points back.

Example of Use in Expressions

Expression 1:

DLogX({Brazil|BCA}, 2)

Result: the rate of change of Brazil|BCA factor observations of logarithm is calculated to the period that is shifted from the current by two points back.

Use: it can be used in formulas of calculated series of time series database and model formulas of modeling container that is a child of the time series database.

Expression 2:

DLogX(X1, 3)

Result: the rate of change of X1 factor points of logarithm is calculated to the period that is shifted from the current by three points back.

Use: it can be used in model formulas of modeling container.