MsCustomTerm

Assembly: Ms;

Description

The MsCustomTerm class is used to work with time and dummy variables.

Inheritance Hierarchy

          IMsCustomTerm

          MsCustomTerm

Comments

A time variable is a variable, which values increase by one with each subsequent observation: 1, 2, 3, 4, and so on.

A dummy is a variable, each observation of which takes the values 0 or 1.

Dummies can be used in series and pointwise calculation modes. In the pointwise mode, dummy variable returns the value to the current calculation point, and in the series mode, it returns the ITimeSeries object with values for the whole period.

Dummy variables can be used both in expressions of modelling methods and in IMsCompositeFormulaTerm expressions.

Methods inherited from IMsCustomTerm

  Method name Brief description

IsPeriod

 The IsPeriod method returns the dummy variable that determines whether the observation hits the specified period.

NoDate

 The NoDate method is used to mark start or end date of model sample period.

SameDate

 The SameDate method returns period start date for dummy variable.

Seas

 The Seas method returns the dummy variable, each element of which determines whether the observation belongs to the specified period in the current year. The year is divided in accordance with series calendar frequency.

Time

 The Time method returns a time series, which value increases by 1 for each successive observation.

See also:

Ms Assembly Classes