IMsArimaTransform

Assembly: Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IMsArimaTransform interface contains properties and methods that determine model calculation parameters by the ARIMA method.

Inheritance Hierarchy

          IMsMethod

          IMsArimaTransform

Comments

ARIMA - one of the most popular models for short-term forecasting.

Properties

  Property name Brief description

ArimaSpecification

Outdated. Use the IMsArimaTransform.ARMA.

ARMA

The ARMA property returns autoregression and moving average parameters.

ConfidenceLevel

The ConfidenceLevel property determines the confidence limits relevance.

ConstantMode

The ConstantMode property determines a method of setting constant value.

ConstantValue

The ConstantValue property determines the constant value.

DiagnosticTests

The DiagnosticTests property returns the set of diagnostic tests of the model.

DynamicLowerConfidenceLevel

Outdated. Use IMsMethodSeries.DynamicLowerConfidenceLevel.

DynamicLowerConfidenceLevelSerie

Outdated. Use IMsMethodSeries.DynamicLowerConfidenceLevel.

DynamicUpperConfidenceLevel

Outdated. Use IMsMethodSeries.DynamicUpperConfidenceLevel.

DynamicUpperConfidenceLevelSerie

Outdated. Use IMsMethodSeries.DynamicUpperConfidenceLevel.

Explained

The Explained property returns an output series.

Fitted

Outdated. Use IMsMethodSeries.Fitted.

FittedSerie

Outdated. Use IMsMethodSeries.Fitted.

FittedTerm

Outdated. Use IMsMethodSeries.Fitted.

Forecast

Outdated. Use IMsMethodSeries.Forecast.

ForecastSerie

Outdated. Use IMsMethodSeries.Forecast.

InputFactorTerm

Outdated. Use IMsMethodSeries.Input.

LowerConfidenceLevel

Outdated. Use IMsMethodSeries.LowerConfidenceLevel.

LowerConfidenceLevelSerie

Outdated. Use IMsMethodSeries.LowerConfidenceLevel.

MaxIteration

The MaxIteration property determines the maximum number of iterations, within which the optimum solution is found.

MissingData

The MissingData property returns the object containing parameters of missing data treatment in the source series.

Residuals

Outdated. Use IMsMethodSeries.Residuals.

ResidualsSerie

Outdated. Use IMsMethodSeries.Residuals.

UpperConfidenceLevel

Outdated. Use IMsMethodSeries.UpperConfidenceLevel.

UpperConfidenceLevelSerie

Outdated. Use IMsMethodSeries.UpperConfidenceLevel.

Methods

  Property name Brief description

AutoCorrelation

The AutoCorrelation method executes autocorrelation analysis of a model.

Properties inherited fromIMsMethod

  Property name Brief description
CalculateSeries The CalculateSeries property returns results of model calculation.
Inversion Outdated. Use ITsInversionInfo.Inversion.
InversionInfo The InversionInfo property returns parameters of initial transformation applied to variable.
InversionLag Outdated. Use ITsInversionInfo.InversionLag.
ObservationsCount The ObservationsCount property returns the number of model observations.
PeriodAlignment The PeriodAlignment property returns type of model calculation relative to period.
PreviousInversionLag Outdated. Use ITsInversionInfo.PreviousInversionLag.
Series The Series property returns a set of available series used by current method in calculations.
StatMethod The StatMethod property returns information on statistical method used for model calculation.
Summary The Summary property returns summary statistics calculated for model.
SupportsR The SupportsR property determines whether calculation by R is enabled.
Type The Type property returns type of method used for model calculation.
UseR The UseR property determines whether connection to R is used on method calculation.

Methods inherited fromIMsMethod

  Method name Brief description
Execute The Execute method calculates model and returns calculation results.

See also:

Ms Assembly Interfaces