Smx12arima

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmx12arima class is used to work with the X12 method of seasonal adjustments.

Comments

The X12 method of seasonal adjustments is an upgraded version of the X11 method.

Fore.NET Syntax

Class to get analog of the Smx12arima class:

None.

Class to get analog of the Smx12arima class object:

Smx12arimaClass;

Properties inherited from ISmx12Arima

	Property name	Brief description
	AdjustmentOptions	The AdjustmentOptions property determines method of accounting of holiday and working day adjustments.
	AICtest	The AICtest property determines whether the automatic mode of accounting holiday or working day adjustments is enabled.
	BoxCoxPowerTransform	The BoxCoxPowerTransform property determines the degree value for the Box-Cox transformation.
	CombinedHolidayFactors	The CombinedHolidayFactors property returns the series containing combined holiday or working day adjustments.
	CombinedSeasonalFactors	The CombinedSeasonalFactors property returns the series containing combined seasonal component and working day adjustment.
	DataTransformation	The DataTransformation property determines the type of source series transformation.
	Easter	The Easter property returns Easter adjustment parameters.
	ErrorFile	The ErrorFile property determines the string array of the error file containing errors from the external program.
	IrregularComponent	The IrregularComponent property returns the series containing irregular component.
	Labor	The Labor property returns Labor Day adjustment parameters.
	MissingData	The MissingData property returns missing data treatment parameters in the source data.
	ModelPeriod	The ModelPeriod property returns model calculation period settings.
	OrderAR	The OrderAR property determines non-seasonal autoregression order.
	OrderARSeas	The OrderARSeas property determines seasonal autoregression order.
	OrderDiff	The OrderDiff property determines non-seasonal differentiation order.
	OrderDiffSeas	The OrderDiffSeas property determines seasonal differentiation order.
	OrderMA	The OrderMA property determines moving average order.
	OrderMASeas	The OrderMASeas property determines seasonal moving average order.
	OutliersARIMAao	The OutliersARIMAao property returns the list of additive outliers, accounted for in the ARIMA stage.
	OutliersARIMAls	The OutliersARIMAls property returns the list of outliers of the "level shift" type, accounted for in the ARIMA stage.
	OutliersARIMArpbegin	The OutliersARIMArpbegin property returns the list of outliers of the "gradual level shift" (start date) type, accounted for in the ARIMA stage.
	OutliersARIMArpend	The OutliersARIMArpend property returns the list of outliers of the "gradual level shift" (end date) type, accounted for in the ARIMA stage.
	OutliersARIMAtc	The OutliersARIMAtc property returns the list of outliers of the "temporary level shift" type, accounted for in the ARIMA stage.
	OutliersDetection	The OutliersDetection property determines whether to account for outliers in the procedure.
	OutliersX11ao	The OutliersX11ao property returns the list of additive outliers, accounted for in the X11 stage.
	Output	The Output property returns the string array containing the output file generated by the X12 external program.
	PredefinedVariableConst	The PredefinedVariableConst property determines whether to add the constant to regressors on building the ARIMA model.
	PredefinedVariableSeasonal	The PredefinedVariableSeasonal property determines whether to add the seasonal fictional variables to regressors on building the ARIMA model.
	ResidualsDiagnostic	The ResidualsDiagnostic property determines whether to check residuals.
	Sceaster	The Sceaster property returns Easter adjustment parameters (Canada).
	SeasonalAdjustmentMode	The SeasonAdjustmentMode property determines seasonality type.
	SeasonalComponentCycleType	The SeasonalComponentCycleType property determines seasonality period (months or quarters).
	SeasonalFactors	The SeasonalFactors property returns a series containing seasonal component.
	SeasonalFilter	The SeasonalFilter property determines the type of seasonal filter.
	SeasonallyAdjusted	The SeasonallyAdjusted property returns a seasonal adjusted series.
	SelectFromFile	The SelectFromFile property determines whether the specification of ARIMA parameters from file is to be used.
	SelectFromFileBest	The SelectFromFileBest property determines whether the specification of ARIMA parameters from file is to be used using the best one from the set specifications.
	SelectFromFileByFit	The SelectFromFileByFit property determines whether to use the specification of ARIMA parameters from file, which gives the closest values for data outside sample period.
	Serie	The Serie property returns the explained series.
	SP1frequency	The SP1frequency property returns the series of SP1 spectral frequencies.
	SP1spectr	The SP1spectr property returns the series of SP1 spectral densities.
	SP2frequency	The SP2frequency property returns the series of SP2 spectral frequencies.
	SP2spectr	The SP2spectr property returns the series of SP2 spectral densities.
	SpectralPlots	The SpectralPlots property determines whether to plot spectral density graphs.
	StabilityAnalysisofSeasonals	The StabilityAnalysisofSeasonals property determines the type of seasonal component stability analysis.
	StartPeriod	The StartPeriod property determines the start date of a calculation period (year and month or quarter).
	TdstockValue	The TdstockValue property determines the number of days considered to get working day adjustment.
	Thanksgiving	The Thanksgiving property returns parameters of Thanksgiving Day adjustments.
	TradingDayEffects	The TraidingDaysAdjustment property determines the type of adjustment for working days.
	TrendCycle	The TrendCycle property returns the series containing a trend-cycle component.
	Trendma	The TrendMA property determines the order of moving average for trend filter (the Henderson filter).
	x12aMdlFile	The x12aMdlFile property determines a string array with possible ARIMA specifications.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from ISmx12Arima

	Method name	Brief description
	ParseAR	The ParseAR method parses strings with parameters of non-seasonal autoregression.
	ParseARSeas	The ParseARSeas method parses strings with parameters of seasonal autoregression.
	ParseMA	The ParseMA method parses strings with moving average parameters.
	ParseMASeas	The ParseMASeas method parses strings with seasonal moving average parameters.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Classes | X12-ARIMA

Related work items