Modelling

Description

The Modelling class contains methods used for transformation of variables.

Methods inherited from Imodelling

  Method name Brief description
Abs The Abs method returns absolute value (modulus) of selected variable points.
AbsI The AbsI method returns absolute value (modulus) of selected variable points, if this variable contains only integer values.
Arima The Arima method models variable values with the help of ARIMA method.
ArimaR The ArimaR method models variable values using the ARIMA method and the R package.
AutoTrend The AutoTrend method selects optimal trend for the variable in the specified period.
Average The Average method returns average value of selected variable points.
AverageI The AverageI method returns the mean value of selected variable points, if this variable contains only integer values.
Bpf The Bpf method models variable values using the Baxter-King filter.
BpfR The BpfR method models variable values using the Baxter-King method using the R package.
Census1 The Census1 method calculates seasonal component according to the specified parameters.
Coalesce The Coalesce method returns a series, each point of which is calculated as the first met value from specified series that is not equal to Null.
Collapse The Collapse method aggregates variable values.
Combine The Combine method returns the series containing source series data for the sample period and forecasting series data for the forecasting period.
Cos The Cos method returns cosine of selected variable points.
Cumulative The Cumulative method transforms variable using selected cumulative method.
CumulativeYTD The CumulativeYTD method transforms variable by applying the specified cumulative method to the start of the year.
DateSeries The DateSeries method returns the current date value for each series point depending on the specified calculation periods.
Default_ The Default_ method returns Null.
Diff The Diff method calculates the increase of variable points to the previous period.
DiffX The DiffX method calculates the increase of variable points to the specified period.
DiffY The DiffY method calculates the increase of variable points to the corresponding period of the previous year.
Div_ The Div_ method returns the integer part of integer division of values of the variable points by the specified value.
Division The Division method returns quotient of pointwise division of two variables.
DLog The DLog method calculates the increase of variable points logarithm to the previous period.
DLogX The DLogX method calculates the increase of variable points logarithm to the specified period.
DynamicLowerConfidenceLevel The DynamicLowerConfidenceLevel method returns lower dynamic confidence limit of forecast series.
DynamicUpperConfidenceLevel The DynamicUpperConfidenceLevel method returns upper dynamic confidence limit of forecast series.
Ecm The Ecm method transforms variable using error correction model.
Estimate The Estimate method returns the estimated constant value.
Exp The Exp method returns the result of raising the e number to the power specified by the variable point.
ExpSmooth The Expsmooth method transforms variable with the help of exponential smoothing.
ExpSmoothR The ExpSmoothR method transforms variable data with the exponential smoothing method using the R package.
ExpX The ExpX method returns the result of raising points variable points to the specified power.
Extrapolate The Extrapolate method transforms a variable using a trend with functional dependency estimation.
Fact The Fact method returns a factorial of selected variable points.
Fill The Fill parameter fills empty values of the series using various missing data treatment methods.
Fitted The Fitted method returns modeling series.
Floor The Floor method returns the result of rounding down variable points to multiple of specified accuracy.
FloorI The FloorI method returns the result of rounding down variable pints to the multiple with specified accuracy if the variable contains only integer values.
Forecast The Forecast method returns forecasting values for the specified series.
GetValueByDate The GetValueByDate method returns series value for the specific date.
GreyForecast The GreyForecast method models a variable using the Grey forecast.
Hpf The Hpf method smoothes the variable with the use of the Hodrick-Prescott filter with the lambda smoothing parameter.
HpfP The HpfP method smoothes the variable with the use of the Hodrick-Prescott filter with the Power smoothing parameter.
HpfR The HpfR method smoothes the variable with the use of the Hodrick-Prescott filter and the R package.
Iif The Iif method provides conditional execution of operators.
Int The Int method rounds values of selected variable down to the nearest integer.
Interpolate The Interpolate method interpolates variable values.
InterpolateP The InterpolateP method interpolates variable values according to a pattern.
IsSeriesEmpty The IsSeriesEmpty method determines whether a series is empty.
Lag The Lag method shifts the variable forward to the specified number of points in the time period.
Lead The Lead method shifts variable backwards by the specified number of points in a time period.
Level The Level method applies the Level function to the specified variable.
LevelIndexSeries The LevelIndexSeries method returns current element index for set calendar frequency.
Ln The Ln method returns a natural logarithm of selected variable points.
Log The Log method returns the logarithm of specified variable points by assigned base.
Log10 The Log10 method returns base-10 logarithm of selected variable points.
LowerConfidenceLevel The LowerConfidenceLevel method returns lower confidence limit of forecast series.
Lrxf The Lrxf method models variable with the help of LRX-filter.
Max The Max method returns maximum value of variable points.
MaxI The MaxI method returns the maximum value of variable points, if this variable contains only integer values.
Mean The Mean method returns mean for selected variable.
Median The Median method returns median for selected variable.
MedianSmooth The MedianSmooth method executes median smoothing of the variable.
MedianSmoothR The MedianSmoothR method applies median smoothing to a variable using the R package.
Min The Min method returns minimum value of variable points.
MinI The MinI method returns the minimum value among the points of the variable if it contains only integer values.
Mod_ The Mod_ method returns remainder of integer division of variable point values by a specified number.
Mode The Mode method returns mode of selected variable.
Modulus The Modulus method returns remainder of integer division of variable point values by a specified number.
MovAvg The MovAvg method transforms the variable by the moving average method.
MovAvgR The MovAvgR method transforms the variable by moving average method using the R package.
Mult The Mult method returns product of corresponding points for two or more variables.
None The None method returns whether a constant is not used.
Nvl The Nvl method substitutes missing data of variable with the specified value.
Ols The Ols method models the variable using linear regression (OLS estimation).
OlsR The OlsR method models the variable using linear regression (OLS estimation) and the R package.
Pch The Pch method calculates the rate of change of variable points to the previous period.
PchA The PchA method calculates the rate of change of variable points to the previous period with seasonal adjustment.
PchX The PchX method calculates the rate of change of variable points to the specified period.
PchY The PchY method calculates the rate of change of variable points to the corresponding period of the previous year.
Pi The Pi method returns the Pi number.
Power The Power method returns the result of raising variable points to the specified power.
PowerI The PowerI method returns the result of raising variable points to the specified power if all variable points and the power are integer numbers.
R The R method transforms data using R package methods.
Rand The Rand method returns the equally distributed random number in the [0; 1) range.
RandBetween The RandBetween method returns a random float number between two specified numbers.
RandBetweenI The RandbetweenI method returns a random integer between two specified integers.
Ratio The Ratio method calculates the growth coefficient of variable points.
Rebase The Rebase method applies the Rebase function to the specified variable.
Remainder The Remainder method returns remainder of division of variable points values by a specified number.
Residuals The Residuals method returns a residual series.
Round The Round method rounds off variable points values.
RoundDown The RoundDown method rounds down variable point values.
RoundUp The RoundUp method rounds up values of the variable points.
SetPeriod The SetPeriod method generates period by specified dates.
Sign The Sign method returns sign of selected variable points.
SignI The SignI method returns sign of selected variable points, if this variable contains only integer values.
Sin The Sin method returns sine of selected variable points.
Splice The Splice method splices variables.
SpliceP The SpliceP method transforms a variable on the basis of spliced variables.
Sqrt The Sqrt method returns square root of selected variable points.
StDv The StDv method returns the standard deviation for the specified variable.
Subtract The Subtract method returns difference of corresponding points for two or more variables.
Sum The Sum method returns sum of corresponding points for two or more variables.
SumI The SumI method returns the sum of corresponding points for two or more variables if they contain only integer values.
SumSq The SumSq method returns the sum of squares for corresponding points for two or more variables.
Tan The Tan method returns tangent of selected variable points.
Trunc The Trunc method truncates variable points to the selected number of decimal places.
Truncate The Truncate method truncates variable in accordance with selected parameters.
Tsls The Tsls method models a variable with the help of linear regression (estimation by method of instrumental variables).
TslsR The TslsR method models variable data using linear regression (instrumental variables estimation). Calculation is executed using the R package.
UpperConfidenceLevel The UpperConfidenceLevel method returns upper confidence limit of forecast series.
Variance The Variance method returns variance of the variable.
X11 The X11 method executes seasonal decomposition and data adjustment.
YearSeries The YearSeries method returns the current year value for each series point depending on the set calculation periods.

See also:

Ms Assembly Classes