IModelling.DynamicUpperConfidenceLevel

Syntax

DynamicUpperConfidenceLevel(Forecast: IMsForecast): Variant;

Parameters

Forecast. Forecasting series.

Description

The DynamicUpperConfidenceLevel method returns upper dynamic confidence limit of forecast series.

Comments

To get lower dynamic confidence limit of forecasting series, use the IModelling.DynamicLowerConfidenceLevel method.

Example

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 := "DynamicUpperConfidenceLevel((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 upper dynamic confidence limit value for the ARIMA method.

Example of Use in Expressions

Expression 1:

DynamicUpperConfidenceLevel((Arima({GDP|Anchorage[t]}, Null, "", "1", 0, Estimate) as ms.IMsForecastObject).Forecast(Null))

Result: upper dynamic 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:

DynamicUpperConfidenceLevel((Arima(X1, Null, "", "1", 0, Estimate) as ms.IMsForecastObject).Forecast(Null))

Result: upper dynamic confidence limit values will be obtained for the ARIMA model.

Use: it can be used in model formulas of modeling container based on variables.