Coefficients(Coord: IMsFormulaTransformCoord): Array;
Coord. Output variable slice, for which calculation is executed.
The Coefficients property determines an array of values of model equation coefficients.
Coord cannot be set to Null.
If the equation includes a constant, its value is specified in the last element of the Coefficients array.
To save the coefficients in Coefficients, it is necessary to place the values array to reset coefficients, that is, to set the Null value. The IMsPooledModelTransform.IsCoefficientsSaved property returns whether the coefficients are saved.
Executing the example requires that the repository contains a modeling container with the OBJ_MS identifier. This container must include a model with the MODEL identifier that uses panel data regression method for calculation.
Add links to the Metabase, Ms, Stat system assemblies.
Sub UserProc;
Var
MB: IMetabase;
MsKey: Integer;
MObj: IMetabaseObject;
Model: IMsModel;
Trans: IMsFormulaTransform;
VarTrans: IMsFormulaTransformVariable;
Formula: IMsFormula;
PooledModel: IMsPooledModelTransform;
Calc: IMsModelCalculation;
Coord: IMsFormulaTransformCoord;
Coef: Array Of Double;
StatCoef: IModelCoefficients;
CoefficientsAR: ICoefficients;
Sub PrintArray(Arr: Array Of Double);
Var
i: Integer;
Begin
i := Arr.Length;
If i > 0 Then
For i := 0 To Arr.Length - 1 Do
Debug.WriteLine(" " + Arr[i].ToString);
End For;
Else
Debug.WriteLine(" values are not calculated");
End If;
End Sub PrintArray;
Begin
MB := MetabaseClass.Active;
MsKey := Mb.ItemById("OBJ_MS").Key;
MObj := MB.ItemByIdNamespace("MODEL", MsKey).Edit;
Model := MObj As IMsModel;
Trans := Model.Transform;
VarTrans := Trans.Outputs.Item(0);
Formula := Trans.FormulaItem(0);
PooledModel := Formula.Method As IMsPooledModelTransform;
Calc := Model.CreateCalculation;
Calc.Period.IdentificationStartDate := DateTime.ComposeDay(2000, 01, 01);
Calc.Period.IdentificationEndDate := DateTime.ComposeDay(2006, 12, 31);
Calc.Period.ForecastStartDate := DateTime.ComposeDay(2007, 01, 01);
Calc.Period.ForecastEndDate := DateTime.ComposeDay(2010, 12, 31);
Coord := Trans.CreateCoord(VarTrans);
//identification of equation
PooledModel.Identify(Calc As IMsMethodCalculation, Coord);
//get calculated coefficients
Coef := PooledModel.Coefficients(Coord);
//if coefficients are not saved , save them
If Not PooledModel.IsCoefficientsSaved(Coord) Then
PooledModel.Coefficients(Coord) := Coef;
End If;
//display model coefficients in the console
Debug.WriteLine("Model coefficients:");
PrintArray(Coef);
//get and display model summary statistics in the console
StatCoef := PooledModel.StatCoefficients(Coord);
Coef := StatCoef.Coefficients.StandardError;
Debug.WriteLine("Standard error:");
PrintArray(Coef);
//get and display autoregression coefficients
CoefficientsAR := PooledModel.ARMACoefficients(Coord).CoefficientsAR;
Debug.WriteLine("Autoregression coefficients:");
Coef := CoefficientsAR.Estimate;
PrintArray(Coef);
MObj.Save;
End Sub UserProc;
After executing the example the model coefficients are saved and displayed in the console window. The autoregression coefficients and part of summery statistics are displayed: the value of standard error.
See also: