Setting Up Parameters of the Hodrick-Prescott Filter Method

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<id>

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  <originalShortName>MyOutputVavable</originalShortName>

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  <formulaCount>1</formulaCount>

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<its>

<it>

  <k>0</k>

  <kind>HodrickPrescottFilter</kind>

<method>

<hodrickPrescottFilter>

<missingData>

  <specifiedVector />

  <method>None</method>

  <methodParameter>5</methodParameter>

  <specifiedValue>0</specifiedValue>

<specifiedTerm>

  <k>4294967295</k>

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  </missingData>

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  <smSmoothingParameter>NaN</smSmoothingParameter>

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  <termToText>{MyOutputVavable|A[t]}</termToText>

  <termToInnerText>@_1:0[]</termToInnerText>

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  <lag>0</lag>

<inversion>

  <type>None</type>

  <lag>PrecidingValue</lag>

  <previousLag>-1</previousLag>

  <seasonality>None</seasonality>

  <dependence>Linear</dependence>

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  </explained>

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  <type>None</type>

  <lag>PrecidingValue</lag>

  <previousLag>-1</previousLag>

  <seasonality>None</seasonality>

  <dependence>Linear</dependence>

  <K>3</K>

  </inversionInfo>

  <doUseR>0</doUseR>

  <supportsR>1</supportsR>

  </method>

  <calendarLevel>Year</calendarLevel>

  <outputSliceKey>0</outputSliceKey>

  </it>

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  <kind>Simple</kind>

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  <warnings />

  <readOnly>0</readOnly>

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  <suppressEmptyArea>SerieBounds</suppressEmptyArea>

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  <variableTestUseR>0</variableTestUseR>

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                              },
                             "variant" : "1"
                            }
                          }
                        },
                       "aggregator" : "None",
                       "parametrizedDimensions" : 
                        {
                         "its" : 
                          {
                           "Item" : 
                            {
                             "dimension" : "0",
                             "parameter" : "0"
                            }
                          }
                        },
                       "unitInfo" : 
                        {
                         "unit" : "4294967295",
                         "measure" : "4294967295",
                         "baseUnit" : "4294967295",
                         "unitsDimensionKey" : "0"
                        },
                       "level" : "Year"
                      },
                     "fullName" : "MyInputVavable|A",
                     "originalName" : "MyInputVavable",
                     "originalShortName" : "MyInputVavable",
                     "useCustomName" : "0"
                    }
                  },
                  {
                   "k" : "2",
                   "n" : "MyOutputVavable",
                   "vis" : "1",
                   "type" : "Variable",
                   "excluded" : "0",
                   "graphMeta" : "{"Geometry":{"x":30,"y":140,"width":150,"height":50}}",
                   "chainVariable" : 
                    {
                     "slice" : 
                      {
                       "k" : "0",
                       "id" : "MyOutputVavable|A",
                       "n" : "MyOutputVavable|A",
                       "vis" : "1",
                       "variableKey" : "2",
                       "stubKey" : "89671",
                       "selections" : 
                        {
                         "its" : 
                          {
                           "Item" : 
                            {
                             "id" : 
                              {
                               "id" : "89683"
                              },
                             "variant" : "2"
                            }
                          }
                        },
                       "aggregator" : "None",
                       "parametrizedDimensions" : 
                        {
                         "its" : 
                          {
                           "Item" : 
                            {
                             "dimension" : "0",
                             "parameter" : "0"
                            }
                          }
                        },
                       "unitInfo" : 
                        {
                         "unit" : "4294967295",
                         "measure" : "4294967295",
                         "baseUnit" : "4294967295",
                         "unitsDimensionKey" : "0"
                        },
                       "level" : "Year"
                      },
                     "fullName" : "MyOutputVavable|A",
                     "originalName" : "MyOutputVavable",
                     "originalShortName" : "MyOutputVavable",
                     "useCustomName" : "0"
                    }
                  },
                  {
                   "k" : "4",
                   "id" : "OBJ4",
                   "n" : "MyOutputVavable|A[t] = BandpassFilter(MyInputVavable[t], 3, 2.00, 8.00), (From parent)-(From parent)",
                   "vis" : "1",
                   "type" : "Model",
                   "excluded" : "0",
                   "graphMeta" : "",
                   "model" : 
                    {
                     "transform" : 
                      {
                       "formulaCount" : "1",
                       "formulas" : 
                        {
                         "its" : 
                          {
                           "it" : 
                            [
                              {
                               "k" : "0",
                               "kind" : "HodrickPrescottFilter",
                               "method" : 
                                {
                                 "hodrickPrescottFilter" : 
                                  {
                                   "missingData" : 
                                    {
                                     "specifiedVector" : "",
                                     "method" : "None",
                                     "methodParameter" : "5",
                                     "specifiedValue" : "0",
                                     "specifiedTerm" : 
                                      {
                                       "k" : "4294967295"
                                      }
                                    },
                                   "smoothingParameter" : "100",
                                   "smoothingParameterMode" : "EditDirectly",
                                   "power" : "2",
                                   "smSmoothingParameter" : "NaN",
                                   "explained" : 
                                    {
                                     "slice" : 
                                      {
                                       "k" : "0",
                                       "id" : "MyOutputVavable|A",
                                       "n" : "MyOutputVavable|A",
                                       "vis" : "1",
                                       "variableKey" : "1",
                                       "stubKey" : "89671",
                                       "selections" : 
                                        {
                                         "its" : 
                                          {
                                           "Item" : 
                                            {
                                             "id" : 
                                              {
                                               "id" : "89683"
                                              },
                                             "variant" : "2"
                                            }
                                          }
                                        },
                                       "aggregator" : "None",
                                       "parametrizedDimensions" : 
                                        {
                                         "its" : 
                                          {
                                           "Item" : 
                                            {
                                             "dimension" : "0",
                                             "parameter" : "0"
                                            }
                                          }
                                        },
                                       "unitInfo" : 
                                        {
                                         "unit" : "4294967295",
                                         "measure" : "4294967295",
                                         "baseUnit" : "4294967295",
                                         "unitsDimensionKey" : "0"
                                        },
                                       "level" : "Year"
                                      },
                                     "lag" : "",
                                     "key" : "0",
                                     "termToText" : "{MyOutputVavable|A[t]}",
                                     "termToInnerText" : "@_1:0[]",
                                     "termInfo" : 
                                      {
                                       "k" : "4294967295",
                                       "lag" : "0",
                                       "inversion" : 
                                        {
                                         "type" : "None",
                                         "lag" : "PrecidingValue",
                                         "previousLag" : "-1",
                                         "seasonality" : "None",
                                         "dependence" : "Linear",
                                         "K" : "3"
                                        },
                                       "slice" : 
                                        {
                                         "k" : "0",
                                         "id" : "MyOutputVavable|A",
                                         "n" : "MyOutputVavable|A",
                                         "vis" : "1",
                                         "variableKey" : "1",
                                         "stubKey" : "89671",
                                         "selections" : 
                                          {
                                           "its" : 
                                            {
                                             "Item" : 
                                              {
                                               "id" : 
                                                {
                                                 "id" : "89683"
                                                },
                                               "variant" : "2"
                                              }
                                            }
                                          },
                                         "aggregator" : "None",
                                         "parametrizedDimensions" : 
                                          {
                                           "its" : 
                                            {
                                             "Item" : 
                                              {
                                               "dimension" : "0",
                                               "parameter" : "0"
                                              }
                                            }
                                          },
                                         "unitInfo" : 
                                          {
                                           "unit" : "4294967295",
                                           "measure" : "4294967295",
                                           "baseUnit" : "4294967295",
                                           "unitsDimensionKey" : "0"
                                          },
                                         "level" : "Year"
                                        },
                                       "date" : "1899-12-30"
                                      },
                                     "unitInfo" : 
                                      {
                                       "unit" : "4294967295",
                                       "measure" : "4294967295",
                                       "baseUnit" : "4294967295",
                                       "unitsDimensionKey" : "0"
                                      },
                                     "included" : "0"
                                    }
                                  },
                                 "inversionInfo" : 
                                  {
                                   "type" : "None",
                                   "lag" : "PrecidingValue",
                                   "previousLag" : "-1",
                                   "seasonality" : "None",
                                   "dependence" : "Linear",
                                   "K" : "3"
                                  },
                                 "doUseR" : "0",
                                 "supportsR" : "1"
                                },
                               "calendarLevel" : "Year",
                               "outputSliceKey" : "0"
                              }
                            ]
                          }
                        },
                       "kind" : "Simple"
                      },
                     "warnings" : "",
                     "readOnly" : "0"
                    }
                  }
                ]
              }
            },
           "visualController" : 
            {
             "variableRubricatorKey" : "89671",
             "freeVariables" : 
              {
               "its" : ""
              },
             "userRPath" : "",
             "isRExist" : "0"
            },
           "suppressEmptyFilter" : 
            {
             "suppressEmpty" : "0",
             "suppressEmptyArea" : "SerieBounds"
            },
           "readOnly" : "0",
           "variableTestUseR" : "0",
           "calculateIdentOnFact" : "0"
          },
         "scenarios" : 
          {
           "its" : ""
          },
         "details" : 
          {
           "period" : 
            {
             "identificationStartDate" : "1990-01-01",
             "identificationEndDate" : "2018-04-24",
             "forecastStartDate" : "2018-04-25",
             "forecastEndDate" : "2020-01-01",
             "identificationStartDateParamID" : "",
             "identificationEndDateParamID" : "",
             "forecastStartDateParamID" : "",
             "forecastEndDateParamID" : "",
             "autoPeriod" : "0",
             "identificationStartOffset" : "0",
             "identificationEndOffset" : "0",
             "forecastEndOffset" : "0",
             "isIdentStartCorrect" : "1",
             "isIdentEndCorrect" : "1",
             "isForecastEndCorrect" : "1"
            },
           "currentPoint" : "2018-04-25"
          },
         "useSavedCoefficients" : "0",
         "useScenarios" : "0",
         "readOnly" : "0"
        }
      }
    }
  }
}

public static MsItem SetMsHpf(MsId ms, ulong modelKey, ulong eqKey)
{
    //  vars.its.Length
    var setMsOp = new SetMs();
    // Set operation execution parameters
    setMsOp.tMs = ms;
    setMsOp.tArg = new SetMsArg()
    {  // Set data change pattern
        pattern = new MsMdPattern()
        {
            item = new MsItemPattern()
            {  // Specify model key
                key = modelKey,
                problem = new MsProblemPattern()
                {
                    metamodel = new MsMetaModelPattern()
                    {
                        calculationChain = ListOperation.Change
                    }
                }
            }
        },
        // Set data that must be changed
        meta = new MsMd()
        {
            item = new MsItem()
            {  // Specify model key
                k = modelKey,
                type = MsItemType.Problem,
                problemMd = new MsProblem()
                {
                    metamodel = new MsMetaModel()
                    {
                        calculationChain = new MsCalculationChainEntries()
                        {
                            its = new MsCalculationChainEntry[]
                            {
                                new MsCalculationChainEntry()
                                {
                                    k = eqKey,
                                    type = MsCalculationChainType.Model,
                                    model = new MsModel()
                                    {
                                        transform = new MsFormulaTransform()
                                        {
                                            formulas = new TsFormulas()
                                            {
                                                its = new TsFormula[]
                                                {
                                                    new TsFormula()
                                                    {
                                                        kind = TsFormulaKind.HodrickPrescottFilter,
                                                        method = new TsMethod()
                                                        {   // Set parameters of the Hodrick-Prescott Filter method                                     
                                                            hodrickPrescottFilter = new TsHodrickPrescottFilterMethod()
                                                            {   
                                                                // Set missing data treatment method
                                                                missingData = new StatMissingData(){},
                                                                // Set cycle period parameters
                                                                smoothingParameter = 100,
                                                                smoothingParameterMode = HPSmoothingParameterModeType.EditDirectly,
                                                                power = null
                                                            }
                                                        }
                                                    }
                                                }
                                            }
                                        }
                                    }
                                }
                            }
                        }
                    }
                }
            }
        }
        , // Set changed data getting pattern
        metaGet = new MsMdPattern()
        {
            scenarios = ListOperation.Get,
            period = true,
            item = new MsItemPattern()
            {
                key = modelKey,
                problem = new MsProblemPattern()
                {
                    details = true,
                    scenarios = ListOperation.Get,
                    useSavedCoefficients = true,
                    metamodel = new MsMetaModelPattern()
                    {
                        calculationChain = ListOperation.Get,
                        calcChainPattern = new MsCalculationChainPattern()
                        {
                            modelPattern = new MsModelPattern()
                            {
                                transform = new MsFormulaTransformPattern()
                                {
                                    kind = true,
                                    formulaCount = true,
                                    formulas = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern() { }
                                    },
                                    equationsFormula = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern() { }
                                    }
                                }
                            }
                        },
                        visualControllerPattern = new MsMetaModelVisualControllerPattern()
                        {
                            variableRubricatorKey = true,
                            levelFormat = MsLevelFormat.Short,
                            useSourceName = false,
                            freeVariables = true
                        }
                    }
                }
            }
        }
    };
    // Create a proxy object for operation execution
    var somClient = new SomPortTypeClient();
    // Set operation execution parameters
    var result = somClient.SetMs(setMsOp);
    return result.meta.item;
}