Extrapolate

Syntax

Extrapolate(Input: ITimeSeries,
            Period: IMsPeriod,
            Type: DependenceType,
            SeasonalEffect: SeasonalityType,
            SeasonalPeriod: Integer,
            PolinomPower: Integer,
            Value: Integer,
            Casewise: MsCasewise)

Parameters

Input. Output variable

Period. Period, at which the method is calculated. If the parameter value is Null, the method is calculated at the entire time period

Type. Type of functional dependence

SeasonalEffect. Seasonal model. Optional parameter. By default, the parameter is set to SeasonalityType.None - no seasonality.

SeasonalPeriod. Length of seasonality period. Optional parameter. By default the parameter is set to 4.

PolinomPower. Polynomial degree for multinomial functional dependence. Optional parameter. By default, the parameter is 3

Value. Set value of extrapolation. Optional parameter. By default the parameter is 0

Casewise. Missing data treatment method. Optional parameter. By default parameter is set to MsCasewise.No - missing data treatment is not used.

Description

It transforms the variable using the trend with selection of functional dependency.

Comments

The SeasonalPeriod parameter must be greater or equal to four. The parameter value is considered if the additive or multiplicative seasonality model is used.

The PolinomPower parameter must be greater or equal to zero. If a negative value is specified, the polynomial degree is regarded as equal to zero.

The Value parameter is used if extrapolation by set value is used: Type = DependenceType.Value.

Example

Formula	Result	Application
= Extrapolate({Brazil\|BCA[t]}, SetPeriod("01.01.2000","01.01.2015"), DependenceType.Linear)	The Brazil\|BCA series is transformed using the trend with linear functional dependency, calculation is executed without missing data treatment for the period from 2000 to 2015.	It can be used in formulas of calculated series of time series database and in formulas of attribute-based models of modeling container.
= Extrapolate(X1,DependenceType.Logarithmic, SeasonalityType.Additive,4,0,0, MsCasewise.Yes)	The X1 factor is transformed using the logarithmic trend with additive seasonality model (length of seasonal period is 4), calculation is executed for the entire period using the Casewise missing data treatment method.	It can be used in model variable-based formulas of modeling container.