IMsLinearRegressionTransform.Coefficients

Syntax

Coefficients(Coord: IMsFormulaTransformCoord): Array;

Parameters

Coord. The output variable slice for which calculation is performed.

Description

The Coefficients property determines an array of values of model equation coefficients. If a constant is present in the equation, its value is specified in the last element of the array. To save the coefficients, assign an array of values to this property; to flush the coefficients, assign the Null value.

Example

Executing the example requires that the modeling container includes a model that uses the linear regression (OLS estimation) method for calculation.

Sub Main;

Var

MB: IMetabase;

MObj: IMetabaseObject;

Model: IMsModel;

Trans: IMsFormulaTransform;

VarTrans: IMsFormulaTransformVariable;

Tree: IMsFormulaTransformSlicesTree;

Slice: IMsFormulaTransformSlice;

Selector: IMsFormulaTransformSelector;

Formula: IMsFormula;

Linear: IMsLinearRegressionTransform;

Calc: IMsModelCalculation;

Coord: IMsFormulaTransformCoord;

Coef: Array Of Double;

Ar: Array[0..1] Of Integer;

i: Integer;

Begin

MB := MetabaseClass.Active;

MObj := MB.ItemByIdNamespace("New_LinReg", MB.ItemById("KONT_MODEL").Key).Edit;

Model := MObj As IMsModel;

Trans := Model.Transform;

VarTrans := Trans.Outputs.Item(0);

Tree := VarTrans.SlicesTree(VarTrans);

Slice := Tree.CreateSlice(1);

Selector := Model.Transform.CreateSelector;

Selector.Slice := Slice;

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

Linear := Formula.Method As IMsLinearRegressionTransform;

Ar[0] := 2;

Ar[1] := 3;

Linear.AutoRegressionOrder := Ar;

Calc := Model.CreateCalculation;

Calc.Period.IdentificationStartDate := DateTime.ComposeDay(1990, 01, 01);

Calc.Period.IdentificationEndDate := DateTime.ComposeDay(2000, 12, 31);

Calc.Period.ForecastStartDate := DateTime.ComposeDay(2001, 01, 01);

Calc.Period.ForecastEndDate := DateTime.ComposeDay(2010, 12, 31);

Coord := Trans.CreateCoord(VarTrans);

//identification of new equation

Linear.Identify(Calc As IMsMethodCalculation, Coord);

//receive the calculated coefficients

Coef := Linear.Coefficients(Coord);

//save if it is not saved

If Not Linear.IsCoefficientsSaved(Coord) Then

Linear.Coefficients(Coord) := Coef;

End If;

//display into the console

For i := 0 To Coef.Length - 1 Do

Debug.WriteLine(Coef[i]);

End For;

MObj.Save;

End Sub Main;

After executing the example the model parameters are modified and new equation coefficients are calculated. Unsaved coefficient values are saved and displayed in the console window.