IMsCointegrationEquationTransform

Assembly: Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IMsCointegrationEquationTransform interface contains properties and methods that determine parameters of the Error Correction Model method.

Inheritance Hierarchy

          IMsMethod

          IMsStochasticMethod

          IMsCointegrationEquationTransform

Properties

	Property name	Brief description
	ConfidenceLevel	The ConfidenceLevel property determines the confidence limit significance of a forecasting series.
	EndogenousAutoRegressionOrder	The EndogenousAutoRegressionOrder property determines autoregression order for endogenous variable.
	ExogenousAutoRegressionOrder	The ExogenousAutoRegressionOrder property determines autoregression order for exogenous variable.
	InputFactorTerm	Outdated. Use IMsMethodSeries.Input.
	MissingData	The MissingData property determines parameters of missing data treatment in explained series.
	ModelType	The ModelType property determines an error correction model type.
	Operands	The Operands property returns the collection of terms corresponding to exogenous variables.
	OperandType	The OperandType property determines a group of cointegration links, which includes an exogenous variable.
	Result	The Result property returns the term corresponding to output variable.

Properties inherited from IMsMethod

	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	Inversion	Outdated.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	InversionLag	Outdated.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	PreviousInversionLag	Outdated.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 from IMsStochasticMethod

	Method name	Brief description
	Identify	The Identify method identifies model equation coefficients.

Methods inherited from IMsMethod

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

See also:

Ms Assembly Interfaces