IMsECMEquation.AutoRegressionOrder

Fore Syntax

AutoRegressionOrder: Array;

Fore.NET Syntax

AutoRegressionOrder: Array;

Description

The AutoRegressionOrder property determines whether coefficients of autoregression are used in the equation.

Comments

Autoregression coefficients are set as an array of integers. The number of array elements is determined by the order, and element values determine the lag for autoregression coefficients. To cancel the use of autoregression, set this property to Null.

Fore Example

Executing the example requires a modeling container with the MS identifier containing vector error correction model with the MODEL_ECM identifier.

Add links to the Metabase, Ms system assemblies.

Sub UserProc;
Var
    MB: IMetabase;
    MObj: IMetabaseObjectDescriptor;
    Model: IMsModel;
    ModelTrans: IMsFormulaTransform;
    Formula: IMsFormula;
    Eqution: IMsECMEquation;
    Ar: Array[0..2] Of Integer;
    Calc: IMsModelCalculation;
    Arr: Array Of Double;
    i: Integer;
Begin
    // Get current repository
    MB := MetabaseClass.Active;
    // Get modeling container
    MObj := MB.ItemById("MS");
    // Get vector model of error correction
    Model := MB.ItemByIdNamespace("MODEL_ECM", MObj.Key).Edit As IMsModel;
    ModelTrans := Model.Transform;
    Formula := ModelTrans.FormulaItem(0);
    // Get model calculation parameters
    Eqution := Formula.Method As IMsECMEquation;
    // Determine autoregression order
    Ar := New Integer[3];
    Ar[0] := 1;
    Ar[1] := 2;
    Ar[2] := 3;
    Eqution.AutoRegressionOrder := Ar;
    // Determine settings to calculate a model
    Calc := Model.CreateCalculation;
    Calc.Period.IdentificationStartDate := DateTime.ComposeDay(1990, 01, 01);
    Calc.Period.IdentificationEndDate := DateTime.ComposeDay(2016, 12, 31);
    Calc.Period.ForecastStartDate := DateTime.ComposeDay(2017, 01, 01);
    Calc.Period.ForecastEndDate := DateTime.ComposeDay(2025, 12, 31);
    // Get output variable data and display it in the console window
    Arr := Eqution.Result.Serie(Calc As IMsMethodCalculation);
    For i := 0 To Arr.Length - 1 Do
    Debug.WriteLine(Arr[i]);
    End For;
    // Save the model
    (Model As IMetabaseObject).Save;
End Sub UserProc;

After executing the example the autoregression order is changed for the first equation, the console window displays output variable data.

Fore.NET Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Ms;
…
Public Shared Sub Main(Params: StartParams);
Var
    MB: IMetabase;
    MObj: IMetabaseObjectDescriptor;
    Model: IMsModel;
    ModelTrans: IMsFormulaTransform;
    Formula: IMsFormula;
    Eqution: IMsECMEquation;
    Ar: Array[0..2] Of Integer;
    Calc: IMsModelCalculation;
    Arr: System.Array;
    i: Integer;
Begin
    // Get current repository
    MB := Params.Metabase;
    // Get modeling container
    MObj := MB.ItemById["MS"];
    // Get vector model of error correction
    Model := MB.ItemByIdNamespace["MODEL_ECM", MObj.Key].Edit() As IMsModel;
    ModelTrans := Model.Transform;
    Formula := ModelTrans.FormulaItem[0];
    // Get model calculation parameters
    Eqution := Formula.Method As IMsECMEquation;
    // Determine autoregression order
    Ar := New Integer[3];
    Ar[0] := 1;
    Ar[1] := 2;
    Ar[2] := 3;
    Eqution.AutoRegressionOrder := Ar;
    // Determine settings to calculate a model
    Calc := Model.CreateCalculation();
    Calc.Period.IdentificationStartDate := DateTime.Parse("01.01.1990");
    Calc.Period.IdentificationEndDate := DateTime.Parse("31.12.2016");
    Calc.Period.ForecastStartDate := DateTime.Parse("01.01.2017");
    Calc.Period.ForecastEndDate := DateTime.Parse("31.12.2025");
    // Get output variable data and display it in the console window
    Arr := Eqution.Result.Serie[Calc As IMsMethodCalculation];
    For i := 0 To Arr.Length - 1 Do
    System.Diagnostics.Debug.WriteLine(Arr[i]);
    End For;
    // Save the model
    (Model As IMetabaseObject).Save();
End Sub;