IMsECMEquation.Included

Syntax

Included: Boolean;

Description

The Included property determines whether the given equation is used to calculate the error correction model.

Example

Sub Main;

Var

MB: IMetabase;

CrInf: IMetabaseObjectCreateInfo;

MObj: IMetabaseObject;

Model: IMsModel;

ModelTrans: IMsFormulaTransform;

ECM: IMsErrorCorrectionModelTransform;

MissData: IMissingData;

Endo1, Endo2, Endo3, Endo4, Ekzo1: IMsVariableStub;

TransVar: IMsFormulaTransformVariable;

Tree: IMsFormulaTransformSlicesTree;

Slice: IMsFormulaTransformSlice;

Selector: IMsFormulaTransformSelector;

Formula: IMsFormula;

Eqution: IMsECMEquation;

Ar: Array[0..2] Of Integer;

ComposTerm: IMsCompositeFormulaTerm;

Begin

MB := MetabaseClass.Active;

//create a model

CrInf := Mb.CreateCreateInfo;

CrInf.ClassId := MetabaseObjectClass.KE_CLASS_MSMODEL;

CrInf.Id := "New_ECM";

CrInf.Name := "New_ECM";

CrInf.Parent := Mb.ItemById("KONT_MODEL");

MObj := Mb.CreateObject(CrInf).Edit;

Model := MObj As IMsModel;

ModelTrans := Model.Transform;

ModelTrans.Kind := MsModelKind.ErrorCorrectionModel;

//setting model parameters

ECM := Model.Transform.EquationsFormula.Method As IMsErrorCorrectionModelTransform;

ECM.ModelType := ECMType.NoTrendIntercept;

ECM.CointegralCount := 2;

MissData := ECM.MissingData;

MissData.Method := MissingDataMethod.NPointsAverage;

MissData.MethodParameter := 10;

// adding of endogenous variables to the list of outputs

Endo1 := MB.ItemByIdNamespace("Var_1", MB.ItemById("KONT_MODEL").Key).Bind As IMsVariableStub;

ModelTrans.Outputs.Add(Endo1);

Endo2 := MB.ItemByIdNamespace("Var_2", MB.ItemById("KONT_MODEL").Key).Bind As IMsVariableStub;

ModelTrans.Outputs.Add(Endo2);

Endo3 := MB.ItemByIdNamespace("Var_3", MB.ItemById("KONT_MODEL").Key).Bind As IMsVariableStub;

ModelTrans.Outputs.Add(Endo3);

Endo4 := MB.ItemByIdNamespace("Var_4", MB.ItemById("KONT_MODEL").Key).Bind As IMsVariableStub;

ModelTrans.Outputs.Add(Endo4);

// adding of endogenous variable to the list of the inputs

Ekzo1 := MB.ItemByIdNamespace("Var_11", MB.ItemById("KONT_MODEL").Key).Bind As IMsVariableStub;

ModelTrans.Inputs.Add(Ekzo1);

// configuration of the first endogenous variable

TransVar := ModelTrans.Outputs.Item(0);

Tree := TransVar.SlicesTree(Null);

Slice := Tree.CreateSlice(1);

Selector := ModelTrans.CreateSelector;

Selector.Slice := Slice;

Formula := Model.Transform.Transform(Selector);

Formula.Kind := MsFormulaKind.ECMEquation;

Formula.Level := DimCalendarLevel.Year;

Eqution := Formula.Method As IMsECMEquation;

Eqution.Inversion := MsInversion.Normalization;

Ar := New Integer[3];

Ar[0] := 1;

Ar[1] := 2;

Ar[2] := 3;

Eqution.AutoRegressionOrder := Ar;

Eqution.HasConstant := True;

// configuration of the endogenous variable for the first equation

TransVar := Model.Transform.Inputs.Item(0);

ComposTerm := Eqution.Operands.Add;

Slice := TransVar.Slices.Add(Null);

ComposTerm.Expression.AsString := "10*" + ModelTrans.SliceToTerm(Slice, "") + "*3.14";

// configuration of the second endogenous variable

TransVar := Model.Transform.Outputs.Item(1);

Tree := TransVar.SlicesTree(Null);

Slice := Tree.CreateSlice(1);

Selector := ModelTrans.CreateSelector;

Selector.Slice := Slice;

Formula := Model.Transform.Transform(Selector);

Formula.Kind := MsFormulaKind.ECMEquation;

Eqution := Formula.Method As IMsECMEquation;

Eqution.Included := False;

// configuration of the third endogenous variable

TransVar := Model.Transform.Outputs.Item(2);

Tree := TransVar.SlicesTree(Null);

Slice := Tree.CreateSlice(1);

Selector := ModelTrans.CreateSelector;

Selector.Slice := Slice;

Formula := Model.Transform.Transform(Selector);

Formula.Kind := MsFormulaKind.ECMEquation;

// configuration of the fourth endogenous variable

TransVar := Model.Transform.Outputs.Item(3);

Tree := TransVar.SlicesTree(Null);

Slice := Tree.CreateSlice(1);

Selector := ModelTrans.CreateSelector;

Selector.Slice := Slice;

Formula := Model.Transform.Transform(Selector);

Formula.Kind := MsFormulaKind.ECMEquation;

MObj.Save;

End Sub Main;

After executing the example, the error correction model is created in the modeling container. For this model, the key parameters (type of model and number of cointegration connections) are determined, 4 variables are added into the list of endogenous variables. For the first equation one exogenous variable is added, and the order of autoregression is changed. The second equation is ignored in calculations.

See also:

IMsECMEquation