The IMsPooledModelTransform interface is used to work with panel data regression model.
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.
Property name | Brief description | |
The AddFactorTermSet property returns parameters of series that is used as added factor. | ||
The ARMA property returns autoregression and moving average parameters. | ||
The ARMACoefficients property returns the estimated coefficients of autoregression and moving average. | ||
The Coefficients property determines an array of values of model equation coefficients. | ||
The ConfidenceLevel property determines the significance of confidence limits of forecast series. | ||
The ConstantMode property determines the mode of setting model constant. | ||
The ConstantValue property determines the value of model constant. | ||
The CrossSection property determines the type of panel data regression model. | ||
The Explained property returns an output (explained) variable. | ||
The Explanatories property returns an array of explanatory variables (factors). | ||
The FittedTermSet property returns parameters of the variable, to which modeling series data should be loaded after model calculation. | ||
The ForecastTermSet property returns parameters of the variable to which forecast series data is unloaded after model calculation. | ||
Outdated. Use IMsMethodSeries.Input. | ||
The IsCoefficientsSaved property returns whether model coefficients are saved. | ||
The LowerConfidenceLevelTermSet property returns parameters of the variable to which lower confidence limit data is unloaded after model calculation. | ||
The MissingData property returns an object containing parameters of missing data treatment in the source series. | ||
The PairCorrelationMatrix property returns the matrix of model factor correlation. | ||
The ResidualsTermSet property returns parameters of the variable to which residual series data is unloaded after model calculation. | ||
The StatCoefficients property returns values of summary statistics calculated for coefficients of identified equation. | ||
The UpperConfidenceLevelTermSet property returns parameters of the variable to which upper confidence limit data is unloaded after model calculation. | ||
The Weights property returns weights used on model calculation. |
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. |
Method name | Brief description | |
The Identify method identifies model equation coefficients. |
Method name | Brief description | |
Execute | The Execute method calculates model and returns calculation results. |
See also: