IModelling.MovAvg

Syntax

MovAvg(Input: ITimeSeries;

Period: IMsPeriod;

[WindowSize: Integer = 5;]

[Casewise: MsCasewise = 0]): Variant;

Parameters

Input. Output variable.

Period. Period, at which the method is calculated

WindowSize. Window size.

Casewise. Missing data treatment method.

Description

The MovAvg method transforms the variable by the moving averagemethod.

Comments

Features of setting parameters:

Period. If the parameter is set to Null, the method is calculated at the entire time period
WindowSize. The parameter should have an uneven value.

The moving average method is based on representing a series as a sum of a sufficiently smooth trend and a random component.

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 ProcAvg;
Var
    Mb: IMetabase;
    ModelSpace, ModelObj: IMetabaseObject;
    Transf: IMsFormulaTransform;
    Formula: IMsFormula;
    Model: IMsModel;
    Determ: IMsDeterministicTransform;
    TransVar: IMsFormulaTransformVariable;
    Slice: IMsFormulaTransformSlice;
    TermInfo: IMsFormulaTermInfo;
    Expr: IExpression;
Begin
    Mb := MetabaseClass.Active;
    ModelSpace := Mb.ItemById("MS").Bind;
    ModelObj := Mb.ItemByIdNamespace("MODEL_D", ModelSpace.Key).Edit;
    Model := ModelObj As IMsModel;
    Transf := Model.Transform;
    Formula := Transf.FormulaItem(0);
    Determ := Formula.Method As IMsDeterministicTransform;
    TransVar := Transf.Inputs.Item(0);
    Slice := TransVar.Slices.Item(0);
    TermInfo := Transf.CreateTermInfo;
    TermInfo.Slice := Slice;
    TermInfo.Type := MsFormulaTermType.Pointwise;
    Expr := Determ.Expression;
    Expr.References := "Ms";
    Expr.AsString := "MovAvg(" + TermInfo.TermInnerText + ", SetPeriod(" +
        """" + "01.01.2000" + """" + "," + """" + "01.01.2015" + """" + "),  3, MsCasewise.Yes)";
    If Expr.Valid
        Then ModelObj.Save;
        Else Debug.WriteLine(Model is not saved: error in formula);
    End If;
End Sub ProcAvg;

After executing the example the model will transform the first input variable by moving average method at the period of 2000-2015. Calculation is executed using the Casewise missing data treatment method.

Example of Use in Expressions

Expression 1:

MovAvg({Brazil|BCA}, SetPeriod("01.01.2000", "01.01.2015"), 3, MsCasewise.Yes)

Result: the moving average method is applied with the window of 3 at the period of 2000-2015 for the Brazil|BCA factor. Calculation is executed using the Casewise missing data treatment method.

Use: it can be used in formulas of cross functional expression editor in any platform tool where it is available.

Expression 2:

MovAvg(X1, SetPeriod("01.01.1990", "01.01.2016"))

Result: the moving average method is applied at the period of 1990-2016 for the X1 factor.

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