IMsArimaTransform.ConfidenceLevel

Syntax

ConfidenceLevel: Double;

Description

The ConfidenceLevel property determines the confidence limits relevance. The property is set to 0.95 by default.

Example

Executing the example requires that the repository contains a modeling container with the KONT_MODEL identifier. The container contains the VAR_1 variable that will be used as an output one.

Add links to the Metabase, Ms, Stat system assemblies.

Sub UserProc;
Var
    MB: IMetabase;
    CrInf: IMetabaseObjectCreateInfo;
    MObj: IMetabaseObject;
    Model: IMsModel;
    Trans: IMsFormulaTransform;
    Varr: IMsVariableStub;
    VarTrans: IMsFormulaTransformVariable;
    Tree: IMsFormulaTransformSlicesTree;
    Slice: IMsFormulaTransformSlice;
    Selector: IMsFormulaTransformSelector;
    Formula: IMsFormula;
    ARIMA: IMsArimaTransform;
    ARIMASpec: IArimaSpecification;
Begin
    MB := MetabaseClass.Active;
    CrInf := Mb.CreateCreateInfo;
    CrInf.ClassId := MetabaseObjectClass.KE_CLASS_MSMODEL;
    CrInf.Id := "New_ARIMA";
    CrInf.Name := "New_ARIMA";
    CrInf.Parent := Mb.ItemById("KONT_MODEL");
    CrInf.Permanent := False;
    MObj := Mb.CreateObject(CrInf).Edit;
    Model := MObj As IMsModel;
    Trans := Model.Transform;
    Varr := MB.ItemByIdNamespace("Var_1", MB.ItemById("KONT_MODEL").Key).Bind As IMsVariableStub;
    Trans.Outputs.Add(Varr);
    VarTrans := Trans.Outputs.Item(0);
    Tree := VarTrans.SlicesTree(VarTrans);
    Slice := Tree.CreateSlice(1);
    Selector := Model.Transform.CreateSelector;
    Selector.Slice := Slice;
    Formula := Model.Transform.Transform(Selector);
    Formula.Kind := MsFormulaKind.Arima;
    Formula.Level := DimCalendarLevel.Quarter;
    ARIMA := Formula.Method As IMsArimaTransform;
    ARIMA.MaxIteration := 100;
    ARIMA.ConstantMode := InterceptMode.ManualEstimate;
    ARIMA.ConstantValue := 0.03;
    //Confidence limit significance level
    ARIMA.ConfidenceLevel := 0.99;
    ARIMASpec := ARIMA.ArimaSpecification;
    //non-seasonal component
    ARIMASpec.AutoRegressionOrder := 1;
    ARIMASpec.MovingAverageOrder := 1;
    ARIMASpec.DifferenceOrder := 2;
    //seasonal component
    ARIMASpec.SeasonalAutoRegressionOrder := 1;
    ARIMASpec.SeasonalMovingAverageOrder := 2;
    ARIMASpec.SeasonalDifferenceOrder := 3;
    ARIMASpec.Cycle := 2;
    MObj.Save;
End Sub;

After executing the example the model that uses the ARIMA method for calculation is created in the modeling container. The output variable is added to the model and seasonal and non-seasonal parameters are set up. The value 0.99 is set for a relevance value of confidence limits.