Bpf

Syntax

Bpf(Input: ITimeSeries,
    Period: IMsPeriod,
    Lag: Integer,
    Low: Integer,
    High: Integer,
    Output: MsBPFOutputType)

Input. Input variable

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

Lag. Lead/lag

Low. Low value of cycle period

High. High value of cycle period

Output. Output component. Optional parameter. Default value is not set.

It models variable values with the filter Baxter-King.

Values for lead/lag and cycle period limits are set depending on the calendar frequency of the input variable. Basic values:

Formula	Result	Application
= Bpf({Chicago - population[t]}, NULL, 3, 2, 8, MsBPFOutputType.NonCyclicalSeries)	Baxter-King filter is applied to the Chicago - population[t] time series for the entire time period. Filter parameters: the filter is calculated at the entire data period, values for lead or lag and seasonality period limits are set for annual data, non-seasonal component of the source series is unloaded after the calculation.	It can be used in formulas of calculated series of time series database and in formulas of attribute-based models of modeling container.
= Bpf(X1, SetPeriod("01.01.2000", "01.01.2015"), 13, 6, 32, MsBPFOutputType.NonCyclicalSeries)	Baxter-King filter is applied to the X1 factor for the period from 2000 to 2015. Filter parameters are as follows: calculation period is set, values of lead/lag and seasonality period limits are set for quarterly data, after calculation the seasonal component of the source series is unloaded.	It can be used in model variable-based formulas of modeling container.