ISmTramoSeats

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmTramoSeats interface is used to work with the statistical methods TRAMO and SEATS.

Inheritance Hierarchy

          IStatMethod

          ISmTramoSeats

Comments

The TRAMO model estimates and enables the user to forecast the model with missing data, ARIMA residuals, also including different types of outliers. The SEATS model decomposes the time series based on the ARIMA process. These models are often used together instead of the other methods used to determine seasonality (such as X11 and X12).

Properties

  Property name Brief description
The AR property determines the order of non-seasonal autoregression.
The ArimaOrderSearch property determines the method of ARIMA model specification.
The Cycle property returns the series that contains a cyclical component.
The D property determines the order of non-seasonal differentiation.
The EasterEffect property determines the type of adjustment for Easter.
The Exogenous property returns a collection of exogenous variables (regressors).
The Forecast property returns the array that contains values of forecasting series.
The ForecastHorizon property determines forecasting horizon.
The HolidaySeries property determines a series of adjustments for holiday and working days.
The Interpolated property returns the series that contains interpolated value of the source series.
The IrregularComponent property returns the series containing irregular component.
The Linearized property returns the series that contains a linearized value of the source series.
The MA property determines the order of non-seasonal moving average.
The MissingData property returns the method of missing data treatment applied to the input data.
The ModelPeriod property returns settings of the period of model calculation.
Outliers The Outliers property returns a collection of outliers.
The OutliersDetection property determines the mode of outliers detection.
The Output_seats property returns the string array that contains the output file generated by the SEATS external program.
The Output_tramo property returns the string array that contains the output file generated by the TRAMO external program.
The RunSeats property determines whether to run the SEATS procedure after the TRAMO is executed.
The AR property determines the order of seasonal autoregression.
The SD property determines the order of seasonal differentiation.
The SeasonalComponentCycleType property determines seasonality period (months or quarters).
The SeasonalFactors property returns the series that contains seasonal factor.
The SeasonallyAdjusted property returns the seasonal adjusted series.
The Serie property returns the explained series.
The SMA property determines the order of seasonal moving average.
The StartPeriod property returns the start date of a calculation period (years and month or quarter).
The TraidingDaysAdjustment property determines the type of adjustment for working days.
The TradingDayIfSignificant property determines whether the adjustment for working days is accounted for automatically.
The Transformation property determines the type of source series transformation.
The Trend property returns the series that contains a trend component.

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 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 Interfaces | TRAMO/SEATS Models Description