X11

Syntax

X11(Input: ITimeSeries,
    Period: IMsPeriod,
    OutputSeries: MsOutputSeriesType,
    SeasonalEffect: SeasonalityType,
    TradingDaysAdjustment: MsTradingDaysAdjustment,
    LowerSigma: Double,
    UpperSigma: Double,
    MovingAverage: String,
    WeightCoefficients: String,
    HolidayAdjustment: MsHolidayAdjustment,
    SSAnalysis: Boolean)

Parameters

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

OutputSeries. Series type that is loaded to the output variable

SeasonalEffect. Seasonal model

TradingDaysAdjustment. Working day adjustment. Optional parameter. By default, the working day adjustment is not executed.

LowerSigma. Sigma lower limit. Optional parameter. By default the parameter is set to 1.5.

UpperSigma. Sigma upper limit: Optional parameter. By default the parameter is 2.5.

MovingAverage. Moving average. Optional parameter. Default parameter value is not set.

WeightCoefficients. Weight coefficients. Optional parameter. Default parameter value is not set.

HolidayAdjustment. Holidays adjustment. Optional parameter. By default the holidays adjustment is not executed.

SSAnalysis. It indicates whether sliding spans are used in calculation. Optional parameter. By default the parameter is set to False - moving intervals are not applied in calculation.

Description

It performs the seasonal decomposition and adjustment of data.

Example

Formula	Result	Application
= X11({Brazil\|BCA[t]}, SetPeriod("2000", "2015"), MsOutputSeriesType.D10, SeasonalityType.Additive, MsTradingDaysAdjustment.Auto)	For the Brazil\|BCA factor the seasonal decomposition and seasonal adjustment with automatic working day adjustment are executed 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.
= X11(X1, Null, MsOutputSeriesType.D10, SeasonalityType.Additive, MsTradingDaysAdjustment.No, 1.8, 2.1, "", "", MsHolidayAdjustment.None, False)	For the X1 factor seasonal decomposition and seasonal adjustment by the X11 method without the holidays adjustment and using of sliding spans is executed for the entire period.	It can be used in model variable-based formulas of modeling container.