IModelling.UpperConfidenceLevel

Syntax

UpperConfidenceLevel(Forecast: IMsForecast): Variant;

Parameters

Forecast. Forecast series.

Description

The UpperConfidenceLevel method returns upper confidence limit of forecasting series.

Comments

To get lower confidence limit of forecasting series, use the IModelling.LowerConfidenceLevel 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 := "UpperConfidenceLevel((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 upper confidence limit for the ARIMA method.

Example of Use in Expressions

Expression 1:

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

Result: upper confidence limit values are 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:

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

Result: upper confidence limit values are obtained for the ARIMA model.

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