LowerConfidenceLevel(Forecast: IMsForecast): Variant;
Forecast. Forecasting series.
The LowerConfidenceLevel method returns lower confidence limit of forecasting series.
To get upper confidence limit of forecasting series, use the IModelling.UpperConfidenceLevel method.
Executing the example requires that the repository contains a modeling container with the MS identifier. This container includes a model with the MODEL_D identifier that is calculated by the determinate equation method and contains at least one input variable.
Add links to the Metabase and Ms system assemblies.
Sub UserProc;
Var
Mb: IMetabase;
ModelSpace, ModelObj: IMetabaseObject;
Transf: IMsFormulaTransform;
Formula: IMsFormula;
Model: IMsModel;
Determ: IMsDeterministicTransform;
TransVar: IMsFormulaTransformVariable;
Slice: IMsFormulaTransformSlice;
TermInfo: IMsFormulaTermInfo;
Expr: IExpression;
Begin
// Get repository
Mb := MetabaseClass.Active;
// Get modeling container
ModelSpace := Mb.ItemById("MS").Bind;
// Get the model
ModelObj := Mb.ItemByIdNamespace("MODEL_D", ModelSpace.Key).Edit;
Model := ModelObj As IMsModel;
// Get model calculation parameters
Transf := Model.Transform;
Formula := Transf.FormulaItem(0);
Determ := Formula.Method As IMsDeterministicTransform;
// Get the first input variable
TransVar := Transf.Inputs.Item(0);
Slice := TransVar.Slices.Item(0);
TermInfo := Transf.CreateTermInfo;
TermInfo.Slice := Slice;
// Set mode of passing variable into calculation
TermInfo.Type := MsFormulaTermType.Pointwise;
// Get model calculation expression
Expr := Determ.Expression;
Expr.References := "Ms";
// Set model calculation expression
Expr.AsString := "LowerConfidenceLevel((Arima(" + TermInfo.TermInnerText +
", Null, """ + "" + """, """ + "1" + """, 0, Estimate) as ms.IMsForecastObject).Forecast(Null))";
// Check if the expression is correct
If Expr.Valid
// If the expression is set correctly, save the model
Then ModelObj.Save;
// If the expression is incorrect, display a message to the console window
Else Debug.WriteLine("Model is not saved: error in the formula");
End If;
End Sub UserProc;
After executing the example the model will return value of lower confidence limit for the ARIMA method.
Expression 1:
LowerConfidenceLevel((Arima({GDP|Anchorage[t]}, Null, "", "1", 0, Estimate) as ms.IMsForecastObject).Forecast(Null))
Result: lower confidence limit values will be obtained for the ARIMA model.
Use: it can be used in formulas of cross functional expression editor in any platform tool where it is available.
Expression 2:
LowerConfidenceLevel((Arima(X1, Null, "", "1", 0, Estimate) as ms.IMsForecastObject).Forecast(Null))
Result: lower confidence limit values will be obtained for the ARIMA model.
Use: it can be used in model formulas of modeling container based on variables.
See also: