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Outdated.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 a method of setting constant value.
The ConstantValue property determines the constant value.
The DiagnosticTests property returns the 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Outdated.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Outdated.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Outdated.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Outdated.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 an 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Outdated.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Outdated.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Outdated.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Outdated.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Outdated.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Outdated.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Outdated.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Outdated.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 is found.
The MissingData property returns the 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Outdated.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Outdated.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Outdated.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Outdated.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

CalculateSeries

The CalculateSeries property returns results of model calculation.

Inversion

Outdated. Use InversionInfo.Inversion.

InversionInfo

The InversionInfo property returns parameters of initial transformation applied to variable.

InversionLag

Outdated. Use InversionInfo.InversionLag.

ObservationsCount

The ObservationsCount property returns the number of model observations.

PeriodAlignment

The PeriodAlignment property returns type of model calculation relative to period.

PreviousInversionLag

Outdated. Use InversionInfo.PreviousInversionLag.

Series

The Series property returns a set of available series used by current method in calculations.

StatMethod

The StatMethod property returns information on statistical method used for model calculation.

Summary

The Summary property returns summary statistics calculated for model.

SupportsR

The SupportsR property determines whether calculation by R is enabled.

Type

The Type property returns type of method used for model calculation.

UseR

The UseR property determines whether connection to R is used on method calculation.

Methods inherited fromIMsMethod

  Method name Brief description

Execute

The Execute method calculates model and returns calculation results.

See also:

Ms Assembly Interfaces