IModelling.Lag

Syntax

Lag(Input: ITimeSeries; [Value: Integer = 1]);

Parameters

Input. Variable.

Lag. The parameter sets a shift (lag) of variable points in a time period. It can take only positive values. Optional parameter, the default value is 1 that is shift by one point.

Description

The Lag method shifts variable forward by the specified number of points in a time period.

Fore Example

Executing the example requires that the repository contains a modeling container with the MS identifier.A model with the MODEL_D identifier calculated by the method of determinate equation and containing at least one input variable must be available in this container.

Sub UserProc;

Var

Mb: IMetabase;

ModelSpace, ModelObj: IMetabaseObject;

Transf: IMsFormulaTransform;

Formula: IMsFormula;

Model: IMsModel;

Determ: IMsDeterministicTransform;

TransVar: IMsFormulaTransformVariable;

Slice: IMsFormulaTransformSlice;

TermInfo: IMsFormulaTermInfo;

Expr: IExpression;

Begin

Mb := MetabaseClass.Active;

ModelSpace := Mb.ItemById("MS").Bind;

ModelObj := Mb.ItemByIdNamespace("MODEL_D", ModelSpace.Key).Edit;

Model := ModelObj As IMsModel;

Transf := Model.Transform;

Formula := Transf.FormulaItem(0);

Determ := Formula.Method As IMsDeterministicTransform;

TransVar := Transf.Inputs.Item(0);

Slice := TransVar.Slices.Item(0);

TermInfo := Transf.CreateTermInfo;

TermInfo.Slice := Slice;

TermInfo.Type := MsFormulaTermType.Pointwise;

Expr := Determ.Expression;

Expr.References := "Ms";

Expr.AsString := "Lag(" + TermInfo.TermInnerText + ", 2)";

If Expr.Valid

Then ModelObj.Save;

Else Debug.WriteLine(The model is not saved: error in the formula);

End If;

End Sub UserProc;

After executing the example the model shifts the first input variable by two points forward in a time period.

Example of Use in Expressions

Expression 1:

Lag({Brazil|BCA},2)

Result: Brazil|BCA factor observations are shifted by two points forward in a time period.

Use: it can be used in formulas of calculated series of time series database and model formulas of modeling container that is a child of the time series database.

Expression 2:

Lag(X1,3)

Result: X1 factor points are shifted by three points forward in a time period.

Use: it can be used in model formulas of modeling container.