IMsArimaTransform

Assembly: Ms;

Description

The IMsArimaTransform interface contains properties and methods that determine model calculation options using the ARIMA method.

Inheritance Hierarchy

IMsVectorMethod

IMsArimaTransform

Comments

ARIMA - one of the most popular models for short-term forecasting.

Properties

	Property name	Brief description
	ARMA	The ARMA property returns autoregression and moving average parameters.
	ConfidenceLevel	The ConfidenceLevel property determines the confidence limits relevance.
	ConstantMode	The ConstantMode property determines a method of setting constant value.
	ConstantValue	The ConstantValue property determines the constant value.
	DiagnosticTests	The DiagnosticTests property returns the set of diagnostic tests of the model.
	Explained	The Explained property returns an output series.
	MaxIteration	The MaxIteration property determines the maximum number of iterations, within which the optimum solution is found.
	MissingData	The MissingData property returns the object containing parameters of missing data treatment in the source series.

Properties inherited fromIMsMethod

	Property name	Brief description
	CalculateSeries	The CalculateSeries property returns results of model calculation.
	InversionInfo	The InversionInfo property returns parameters of initial transformation applied to variable.
	ObservationsCount	The ObservationsCount property returns the number of model observations.
	PeriodAlignment	The PeriodAlignment property returns type of model calculation relative to period.
	Series	The Series property returns a set of available series used by current method in calculations.
	StatMethod	The StatMethod property returns information on statistical method used for model calculation.
	Summary	The Summary property returns summary statistics calculated for model.
	SupportsR	The SupportsR property determines whether calculation by R is enabled.
	Type	The Type property returns type of method used for model calculation.
	UseR	The UseR property determines whether connection to R is used on method calculation.

Methods

	Method name	Brief description
	AutoCorrelation	The AutoCorrelation method executes autocorrelation analysis of a model.

Methods inherited fromIMsMethod

	Method name	Brief description
	Execute	The Execute method calculates model and returns calculation results.

See also:

Ms Assembly Interfaces