Setting Up Parameters of the Linear Regression Method

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  <polinomialDegreeP>1</polinomialDegreeP>

  <pdlConstraint>None</pdlConstraint>

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  <dependence>Linear</dependence>

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  <useCustomName>0</useCustomName>

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<Item>

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  <id>OBJ4</id>

  <n>MyOutputVavable|A[t] = 10 - MyInputVavable[t] * 3.14, (From parent)-(From parent)</n>

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  <type>Model</type>

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  <formulaCount>1</formulaCount>

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<its>

<it>

  <k>0</k>

  <kind>LinearRegression</kind>

<method>

<linearRegression>

  <constantMode>ManualEstimate</constantMode>

  <constantValue>0.5</constantValue>

  <confidenceLevel>0.85</confidenceLevel>

<ARMA>

<orderAR>

  <l>1</l>

  </orderAR>

  <orderMA />

  <calcInitMode>Auto</calcInitMode>

  <initAR />

  <initMA />

  <initIntercept>NaN</initIntercept>

  <estimationMethod>LevenbergMarquardt</estimationMethod>

  <tolerance>0.0001</tolerance>

  <maxIteration>500</maxIteration>

<coefficientsAR>

  <estimate />

  <standardError />

  <tStatistic />

  <probability />

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  <standardError />

  <tStatistic />

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  <initARSeas />

  <initMASeas />

  <periodSeas>0</periodSeas>

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  <estimate />

  <standardError />

  <tStatistic />

  <probability />

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  <estimate />

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  <useARMAasInstrums>1</useARMAasInstrums>

  <useAnalyticDeriv>1</useAnalyticDeriv>

  <useBackCast>1</useBackCast>

  </ARMA>

<missingData>

  <specifiedVector />

  <method>Casewise</method>

  <methodParameter>5</methodParameter>

  <specifiedValue>0</specifiedValue>

<specifiedTerm>

  <k>4294967295</k>

  </specifiedTerm>

  </missingData>

  </linearRegression>

<inversionInfo>

  <type>None</type>

  <lag>PrecidingValue</lag>

  <previousLag>-1</previousLag>

  <seasonality>None</seasonality>

  <dependence>Linear</dependence>

  <K>3</K>

  </inversionInfo>

  <doUseR>0</doUseR>

  <supportsR>1</supportsR>

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               "@isLink" : "0",
               "@ver" : "0",
               "@hf" : "0",
               "i" : "OBJ1628",
               "n" : "Basic",
               "k" : "1628",
               "c" : "5124",
               "p" : "1627",
               "h" : "0",
               "hasPrv" : "0",
               "ic" : "0"
              },
             "internalKey" : "1629"
            },
            {
             "@isFolder" : "0",
             "k" : "5371",
             "id" : "OBJ5371",
             "n" : "Basic (copy1)",
             "vis" : "1",
             "scenDesc" : 
              {
               "@fullUrl" : "http:\/\/v-shp-development.dev.fs.fsight.world\/",
               "@isShortcut" : "0",
               "@isLink" : "0",
               "@ver" : "0",
               "@hf" : "0",
               "i" : "OBJ5371",
               "n" : "Basic (copy1)",
               "k" : "5371",
               "c" : "5124",
               "p" : "1627",
               "h" : "0",
               "hasPrv" : "0",
               "ic" : "0"
              },
             "internalKey" : "5372"
            }
          ]
        }
      },
     "item" : 
      {
       "k" : "89669",
       "id" : "MODEL_NEW",
       "n" : "MODEL_NEW",
       "vis" : "1",
       "type" : "Problem",
       "problemMd" : 
        {
         "metamodel" : 
          {
           "k" : "89670",
           "calculationChain" : 
            {
             "its" : 
              {
               "Item" : 
                [
                  {
                   "k" : "1",
                   "n" : "MyInputVavable",
                   "vis" : "1",
                   "type" : "Variable",
                   "excluded" : "0",
                   "graphMeta" : "{"Geometry":{"x":20,"y":10,"width":150,"height":50},"ChartOptions":{"chart":{"defaultSeriesType":"line","mixed":true,"backgroundColor":"rgba(0, 0, 0, 0.000000)"},"plotOptions":{"series":{"dataLabels":{"formatter":"%Autovalue","dataFormat":"#,##0.00"}}},"tooltip":{"formatter":"Value: %Autovalue\nDate: %PointName","enabled":true,"backgroundType":"none","style":{"fontFamily":"Arial","fontSize":"12px","color":"#000000"}},"yAxis":[{"labels":{"enabled":true,"dataFormat":"#,##0.00"},"title":{"text":""}}],"xAxis":{"tickInterval":2,"labels":{},"title":{}},"series":[{"entryKey":1,"scenarioKey":4294967295,"serieType":"fact","showInLegend":true,"type":"line","color":"rgba(129, 129, 129, 1)","borderColor":"rgba(129, 129, 129, 1)","borderWidth":0,"lineColor":"rgba(129, 129, 129, 1)","zIndex":1,"legendIndex":0,"visible":true,"background":{"color":"rgba(129, 129, 129, 1)","type":"color"},"marker":{"enabled":false,"symbol":"circle","fillColor":"#FFFFFF","lineWidth":1.5,"lineColor":null},"dataLabels":{"formatter":"%Autovalue"},"trendLine":{}}]}}",
                   "chainVariable" : 
                    {
                     "slice" : 
                      {
                       "k" : "0",
                       "id" : "MyInputVavable|A",
                       "n" : "MyInputVavable|A",
                       "vis" : "1",
                       "variableKey" : "1",
                       "stubKey" : "89671",
                       "selections" : 
                        {
                         "its" : 
                          {
                           "Item" : 
                            {
                             "id" : 
                              {
                               "id" : "89683"
                              },
                             "variant" : "1"
                            }
                          }
                        },
                       "aggregator" : "None",
                       "parametrizedDimensions" : 
                        {
                         "its" : 
                          {
                           "Item" : 
                            {
                             "dimension" : "0",
                             "parameter" : "0"
                            }
                          }
                        },
                       "unitInfo" : 
                        {
                         "unit" : "4294967295",
                         "measure" : "4294967295",
                         "baseUnit" : "4294967295",
                         "unitsDimensionKey" : "0"
                        },
                       "level" : "Year"
                      },
                     "fullName" : "MyInputVavable|A",
                     "originalName" : "MyInputVavable",
                     "originalShortName" : "MyInputVavable",
                     "useCustomName" : "0"
                    }
                  },
                  {
                   "k" : "2",
                   "n" : "MyOutputVavable",
                   "vis" : "1",
                   "type" : "Variable",
                   "excluded" : "0",
                   "graphMeta" : "{"Geometry":{"x":30,"y":140,"width":150,"height":50}}",
                   "chainVariable" : 
                    {
                     "slice" : 
                      {
                       "k" : "0",
                       "id" : "MyOutputVavable|A",
                       "n" : "MyOutputVavable|A",
                       "vis" : "1",
                       "variableKey" : "2",
                       "stubKey" : "89671",
                       "selections" : 
                        {
                         "its" : 
                          {
                           "Item" : 
                            {
                             "id" : 
                              {
                               "id" : "89683"
                              },
                             "variant" : "2"
                            }
                          }
                        },
                       "aggregator" : "None",
                       "parametrizedDimensions" : 
                        {
                         "its" : 
                          {
                           "Item" : 
                            {
                             "dimension" : "0",
                             "parameter" : "0"
                            }
                          }
                        },
                       "unitInfo" : 
                        {
                         "unit" : "4294967295",
                         "measure" : "4294967295",
                         "baseUnit" : "4294967295",
                         "unitsDimensionKey" : "0"
                        },
                       "level" : "Year"
                      },
                     "fullName" : "MyOutputVavable|A",
                     "originalName" : "MyOutputVavable",
                     "originalShortName" : "MyOutputVavable",
                     "useCustomName" : "0"
                    }
                  },
                  {
                   "k" : "4",
                   "id" : "OBJ4",
                   "n" : "MyOutputVavable|A[t] = 10 - MyInputVavable[t] * 3.14, (From parent)-(From parent)",
                   "vis" : "1",
                   "type" : "Model",
                   "excluded" : "0",
                   "graphMeta" : "",
                   "model" : 
                    {
                     "transform" : 
                      {
                       "formulaCount" : "1",
                       "formulas" : 
                        {
                         "its" : 
                          {
                           "it" : 
                            [
                              {
                               "k" : "0",
                               "kind" : "LinearRegression",
                               "method" : 
                                {
                                 "linearRegression" : 
                                  {
                                   "constantMode" : "ManualEstimate",
                                   "constantValue" : "0.5",
                                   "confidenceLevel" : "0.85",
                                   "ARMA" : 
                                    {
                                     "orderAR" : 
                                      {
                                       "l" : "1"
                                      },
                                     "orderMA" : "",
                                     "calcInitMode" : "Auto",
                                     "initAR" : "",
                                     "initMA" : "",
                                     "initIntercept" : "NaN",
                                     "estimationMethod" : "LevenbergMarquardt",
                                     "tolerance" : "0.0001",
                                     "maxIteration" : "500",
                                     "coefficientsAR" : 
                                      {
                                       "estimate" : "",
                                       "standardError" : "",
                                       "tStatistic" : "",
                                       "probability" : ""
                                      },
                                     "coefficientsMA" : 
                                      {
                                       "estimate" : "",
                                       "standardError" : "",
                                       "tStatistic" : "",
                                       "probability" : ""
                                      },
                                     "diff" : "0",
                                     "diffSeas" : "1",
                                     "orderARSeas" : "",
                                     "orderMASeas" : "",
                                     "initARSeas" : "",
                                     "initMASeas" : "",
                                     "periodSeas" : "0",
                                     "coefficientsARSeas" : 
                                      {
                                       "estimate" : "",
                                       "standardError" : "",
                                       "tStatistic" : "",
                                       "probability" : ""
                                      },
                                     "coefficientsMASeas" : 
                                      {
                                       "estimate" : "",
                                       "standardError" : "",
                                       "tStatistic" : "",
                                       "probability" : ""
                                      },
                                     "useARMAasInstrums" : "1",
                                     "useAnalyticDeriv" : "1",
                                     "useBackCast" : "1"
                                    },
                                   "missingData" : 
                                    {
                                     "specifiedVector" : "",
                                     "method" : "Casewise",
                                     "methodParameter" : "5",
                                     "specifiedValue" : "0",
                                     "specifiedTerm" : 
                                      {
                                       "k" : "4294967295"
                                      }
                                    }
                                  },
                                 "inversionInfo" : 
                                  {
                                   "type" : "None",
                                   "lag" : "PrecidingValue",
                                   "previousLag" : "-1",
                                   "seasonality" : "None",
                                   "dependence" : "Linear",
                                   "K" : "3"
                                  },
                                 "doUseR" : "0",
                                 "supportsR" : "1"
                                },
                               "calendarLevel" : "Year",
                               "outputSliceKey" : "0"
                              }
                            ]
                          }
                        },
                       "kind" : "Simple"
                      },
                     "warnings" : "",
                     "readOnly" : "0"
                    }
                  }
                ]
              }
            },
           "visualController" : 
            {
             "variableRubricatorKey" : "89671",
             "freeVariables" : 
              {
               "its" : ""
              },
             "userRPath" : "",
             "isRExist" : "0"
            },
           "suppressEmptyFilter" : 
            {
             "suppressEmpty" : "0",
             "suppressEmptyArea" : "SerieBounds"
            },
           "readOnly" : "0",
           "variableTestUseR" : "0",
           "calculateIdentOnFact" : "0"
          },
         "scenarios" : 
          {
           "its" : ""
          },
         "details" : 
          {
           "period" : 
            {
             "identificationStartDate" : "1990-01-01",
             "identificationEndDate" : "2018-04-24",
             "forecastStartDate" : "2018-04-25",
             "forecastEndDate" : "2020-01-01",
             "identificationStartDateParamID" : "",
             "identificationEndDateParamID" : "",
             "forecastStartDateParamID" : "",
             "forecastEndDateParamID" : "",
             "autoPeriod" : "0",
             "identificationStartOffset" : "0",
             "identificationEndOffset" : "0",
             "forecastEndOffset" : "0",
             "isIdentStartCorrect" : "1",
             "isIdentEndCorrect" : "1",
             "isForecastEndCorrect" : "1"
            },
           "currentPoint" : "2018-04-25"
          },
         "useSavedCoefficients" : "0",
         "useScenarios" : "0",
         "readOnly" : "0"
        }
      }
    }
  }
}

public static MsItem SetMsLinearRegr(MsId ms, ulong modelKey, ulong eqKey, MsModel eq)
{   // Get input variable
    MsFormulaTransformVariable inp = eq.transform.inputs.its.GetValue(0) as MsFormulaTransformVariable;
    // Set operation execution parameters
    var setMsOp = new SetMs();
    setMsOp.tMs = ms;
    setMsOp.tArg = new SetMsArg()
    {  // Set data change pattern
        pattern = new MsMdPattern()
        {
            item = new MsItemPattern()
            {  // Specify model key
                key = modelKey,
                problem = new MsProblemPattern()
                {
                    metamodel = new MsMetaModelPattern()
                    {
                        calculationChain = ListOperation.Change
                    }
                }
            }
        }, // Set data that must be changed
        meta = new MsMd()
        {
            item = new MsItem()
            {  // Specify model key
                k = modelKey,
                type = MsItemType.Problem,
                problemMd = new MsProblem()
                {
                    metamodel = new MsMetaModel()
                    {
                        calculationChain = new MsCalculationChainEntries()
                        {
                            its = new MsCalculationChainEntry[]
                            {
                                new MsCalculationChainEntry()
                                {
                                    k = eqKey,
                                    type = MsCalculationChainType.Model,
                                    model =  new MsModel()
                                    {
                                        transform = new MsFormulaTransform()
                                        {
                                            formulas = new TsFormulas()
                                            {
                                                its = new TsFormula[]
                                                {
                                                    new TsFormula()
                                                    {
                                                        kind = TsFormulaKind.LinearRegression,
                                                        method = new TsMethod()
                                                        {   // Set method calculation parameters                                    
                                                            linearRegression = new TsLinearRegressionMethod()
                                                            {
                                                                constantMode = StatInterceptMode.ManualEstimate,
                                                                constantValue = 0.5,
                                                                confidenceLevel = 0.85,
                                                                ARMA = new SlARMA(){orderAR = new long[] {1}},
                                                                missingData = new StatMissingData(){},                                            
                                                                // Set explanatory factors
                                                                explanatories = new MsCompositeFormulaTerms()
                                                                {
                                                                    simpleTerm = null,
                                                                    termInfo = null,
                                                                    its = new MsCompositeFormulaTerm[]
                                                                    {   // Set factor
                                                                        new MsCompositeFormulaTerm()
                                                                        {
                                                                            k = 0,
                                                                            operands = new MsFormulaTerms()
                                                                            {
                                                                                its = new MsFormulaTerm[]
                                                                                {
                                                                                    new MsFormulaTerm()
                                                                                        {
                                                                                            k = 0,
                                                                                            slice = inp.slices.its.GetValue(0) as MsFormulaTransformSlice
                                                                                        }
                                                                                    }
                                                                            },
                                                                            expressionText = "",
                                                                            inversedExpressionText = "",
                                                                            expression ="@_" + inp.k + ":0[] * 8",
                                                                            aggregationAttrKey = 0,
                                                                            missingData = new StatMissingData(){method = StatMissingDataMethod.Casewise},
                                                                            applyMissingData = true,
                                                                            unitInfo = null,
                                                                            included = true,
                                                                            lag = 1,
                                                                            inversion = new TsInversion()
                                                                            {
                                                                                type = TsInversionType.TS,
                                                                                dependence = StatDependenceType.Linear
                                                                            }, // Specify that factor is a lag variable
                                                                            customOptions = new MsTermOptions()
                                                                            {
                                                                                isPDLTerm = true,
                                                                                pdlConstraint = PDLConstraintKind.None,
                                                                                lagLengthK = 1,
                                                                                polinomialDegreeP = 1
                                                                            }
                                                                        }
                                                                    }
                                                                }, // Set factor autoselection parameters
                                                                autoSelection = new LinearRegressionAutoSelection()
                                                                {
                                                                    criterion = StatCriterionType.R2,
                                                                    isActive = true,
                                                                    min = 2,
                                                                    max = 3
                                                                }
                                                            }
                                                        }
                                                    }
                                                }
                                            }
                                        }
                                    }
                                }
                            }
                        }
                    }
                }
            }
        }, // Set changed data extraction pattern
        metaGet = new MsMdPattern()
        {
            scenarios = ListOperation.Get,
            period = true,
            item = new MsItemPattern()
            {
                key = modelKey,
                problem = new MsProblemPattern()
                {
                    details = true,
                    scenarios = ListOperation.Get,
                    useSavedCoefficients = true,
                    metamodel = new MsMetaModelPattern()
                    {
                        calculationChain = ListOperation.Get,
                        calcChainPattern = new MsCalculationChainPattern()
                        {
                            modelPattern = new MsModelPattern()
                            {
                                transform = new MsFormulaTransformPattern()
                                {
                                    kind = true,
                                    formulaCount = true,
                                    formulas = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern() { }
                                    },
                                    equationsFormula = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern() { }
                                    }
                                }
                            }
                        },
                        visualControllerPattern = new MsMetaModelVisualControllerPattern()
                        {
                            variableRubricatorKey = true,
                            levelFormat = MsLevelFormat.Short,
                            useSourceName = false,
                            freeVariables = true
                        }
                    }
                }
            }
        }
    }; // Create a proxy object for operation execution
    var somClient = new SomPortTypeClient();
    // Set operation execution parameters
    var result = somClient.SetMs(setMsOp);
    return result.meta.item;
}