MsInversion

Description

The MsInversion enumeration contains initial transformation methods applied to variables.

Available Values

Value	Brief description
0	None. No transformation.
1	Log. Natural logarithm.
2	DLog. Logarithms difference.
3	PCH. Rate of change.
4	Diff. Difference.
5	Normalization. Normalization.
6	Standardization. Standardization.
7	RateOfChange. Growth rate.
8	PCHA. Annual rate of change.
9	TS. Trend subtract.
10	SA. Seasonal adjustment.
11	OA. Outlier adjustment.

Comments

Log. Logarithm of the series points is taken: ln(X[t]).

DLog. The difference of logarithms of the neighbor points of the output variable for the specified period is found: (ln(x[t]/X[t-N]).

PCH. Changes of the variable values, in percents to the previous period is calculated: (X[t]/X[t-N]-1)*100.

Diff. Series values increase is calculated: X[t]-X[t-N].

Normalization. Series points are normalized: X[t]/σ(X), where σ is root-mean-square deviation of the series.

Standardization. Series points are standardized: (X[t]-M(X))/σ(X), where σ is root-mean-square deviation of the series, M is average of the series.

RateOfChange. Series rate of change is calculated: (X[t]/X[t-N]).

PCHA. Annual series rate of change is calculated: (((X[t]/X[t-1])^S)-1)*100 where S is the number of periods in a year.

TS. Trend is subtracted by the formula: x[t]-f(x(t), S) where f(x(t), S) is series trend, S is trend type determined by the IMsInversionInfo.Dependence property.

SA. Adjustment with the help of the Census1 method is executed by the formula: Iff(X=0,SA Multiplicative, SA Additive), X are all series values. SA Additive(X[t])=X[t]-s1(X[t]) where s1 is series seasonal component X[t]. SA Multiplicative(X[t])=X[t]/s2(X[t])*100, where s2 is series seasonal component X[t]. Seasonality type is also determined by the IMsInversionInfo.Seasonality property.

OA. Outliers are adjusted by the k-sigma method: x[t]-f(x(t), k), where f(x(t), k) is outlier of the series x(t), k is parameter of calculation by k-sigma method determined by the MsInversionInfo.K property.