IMsPooledModelTransform

Description

The IMsPooledModelTransform interface is used to work with panel data regression model.

Comments

The dimensions of all variables, that take part in model calculation, match.

Mathematical description of panel data regression model is given in the Library of Methods and Models section.

Properties

  Property name Brief description

AddFactorTermSet

The AddFactorTermSet property returns parameters of series that is used as added factor.

ARMA

The ARMA property returns autoregression and moving average parameters.

ARMACoefficients

The ARMACoefficients property returns the estimated coefficients of autoregression and moving average.

Coefficients

The Coefficients property determines an array of values of model equation coefficients.

ConfidenceLevel

The ConfidenceLevel property determines the significance of confidence limits of forecast series.

ConstantMode

The ConstantMode property determines the mode of setting model constant.

ConstantValue

The ConstantValue property determines the value of model constant.

CrossSection

The CrossSection property determines the type of panel data regression model.

Explained

The Explained property returns an output (explained) variable.

Explanatories

The Explanatories property returns an array of explanatory variables (factors).

FittedTermSet

The FittedTermSet property returns parameters of the variable, to which modeling series data should be loaded after model calculation.

ForecastTermSet

The ForecastTermSet property returns parameters of the variable to which forecast series data is unloaded after model calculation.

InputFactorTerm

Outdated. Use IMsMethodSeries.Input.

IsCoefficientsSaved

The IsCoefficientsSaved property returns whether model coefficients are saved.

LowerConfidenceLevelTermSet

The LowerConfidenceLevelTermSet property returns parameters of the variable to which lower confidence limit data is unloaded after model calculation.

MissingData

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

PairCorrelationMatrix

The PairCorrelationMatrix property returns the matrix of model factor correlation.

ResidualsTermSet

The ResidualsTermSet property returns parameters of the variable to which residual series data is unloaded after model calculation.

StatCoefficients

The StatCoefficients property returns values of summary statistics calculated for coefficients of identified equation.

UpperConfidenceLevelTermSet

The UpperConfidenceLevelTermSet property returns parameters of the variable to which upper confidence limit data is unloaded after model calculation.

Weights

The Weights property returns weights used on model calculation.

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
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 | Panel Data Regression