Bpf

Syntax

Bpf(Input: ITimeSeries,
    Period: IMsPeriod,
    Lag: Integer,
    Low: Integer,
    High: Integer,
    Output: MsBPFOutputType)

Input. Input variable

Period. Period, at which the method is calculated. If the parameter value is Null, the method is calculated at the entire time period.

Lag. Lead/lag.

Low. Low value of cycle period.

High. High value of cycle period.

Output. Output component. Optional parameter. Default value is not set.

It models variable values with the filter Baxter-King.

Values for lead/lag and cycle period limits are set depending on the calendar frequency of the input variable. Basic values:

Formula	Result	Application
= Bpf({Chicago - population[t]}, NULL, 3, 2, 8, MsBPFOutputType.NonCyclicalSeries)	Baxter-King filter is applied to the Chicago - population[t] time series for the entire time period. Filter parameters: the filter is calculated at the entire data period, values for lead or lag and seasonality period limits are set for annual data, non-seasonal component of the source series is unloaded after the calculation.	It can be used in formulas of calculated series of time series database and in formulas of attribute-based models of modeling container.
= Bpf(X1, SetPeriod("01.01.2000", "01.01.2015"), 13, 6, 32, MsBPFOutputType.NonCyclicalSeries)	Baxter-King filter is applied to the X1 factor for the period from 2000 to 2015. Filter parameters are as follows: calculation period is set, values of lead/lag and seasonality period limits are set for quarterly data, after calculation the seasonal component of the source series is unloaded.	It can be used in model variable-based formulas of modeling container.