IMsBandpassFilterTransform.WeightsMatrix

Syntax

WeightsMatrix(Calculation: IMsMethodCalculation;
Coord: IMsFormulaTransformCoord): Array;

Parameters

Calculation. Settings that are necessary for model calculation.

Coord. The slice, by which calculation is executed.

Description

The WeightsMatrix property returns weights matrix after method calculation.

Comments

The stationary Baxter-King filter is used that is why the calculated matrix contains one dimension: 1×(q+1), where q is the value of lead/lag parameter that is determined by the IMsBandpassFilterTransform.Width property.

Example

Executing the example requires that the repository contains a modeling container with the CONT_MODEL identifier. The container contains variables with the VAR_BPF_CYCLE, VAR_BPF_NONCYCLE identifiers and a model with the MODEL_NEW_BPF identifier. The model uses the Baxter-King filter for calculation.

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

Sub UserProc;
Var
    Mb: IMetabase;
    ModelSpace, ModelObj: IMetabaseObject;
    Transf: IMsFormulaTransform;
    Formula: IMsFormula;
    Model: IMsModel;
    BandpassF: IMsBandpassFilterTransform;
    TransSeries: IMsFormulaTransformVariables;
    VarStab: IVariableStub;
    TransVar: IMsFormulaTransformVariable;
    TermInfo: IMsFormulaTermInfo;
    Calculation: IMsMethodCalculation;
    Coo: IMsFormulaTransformCoord;
    Weights: Array Of Double;
    i: Integer;
Begin
    // Get the current repository
    Mb := MetabaseClass.Active;
    // Get model
    ModelSpace := Mb.ItemById("CONT_MODEL").Bind;
    ModelObj := Mb.ItemByIdNamespace("MODEL_NEW_BPF", ModelSpace.Key).Edit;
    Model := ModelObj As IMsModel;
    // Get model parameters
    Transf := Model.Transform;
    Formula := Transf.FormulaItem(0);
    BandpassF := Formula.Method As IMsBandpassFilterTransform;
    TransSeries := Transf.Series;
    TermInfo := Transf.CreateTermInfo;
    // Set component settings
    If BandpassF.OutputType = MsBPFOutputType.CycleSeries Then
        VarStab := Mb.ItemByIdNamespace("VAR_BPF_NONCYCLE", ModelSpace.Key).Bind As IVariableStub;
        TransVar := TransSeries.Add(VarStab);
        TermInfo.Slice := TransVar.Slices.Add(Null);
        BandpassF.NonCyclicalTerm := TermInfo;
    Else
        VarStab := Mb.ItemByIdNamespace("VAR_BPF_CYCLE", ModelSpace.Key).Bind As IVariableStub;
        TransVar := TransSeries.Add(VarStab);
        TermInfo.Slice := TransVar.Slices.Add(Null);
        BandpassF.CycleTerm := TermInfo;
    End If;
    // Set calculation options
    Calculation := Transf.CreateCalculation;
    Calculation.Period.ForecastEndDate := Model.Transform.Period.ForecastEndDate;
    Calculation.Period.ForecastStartDate := Model.Transform.Period.ForecastStartDate;
    Calculation.Period.IdentificationEndDate := Model.Transform.Period.IdentificationEndDate;
    Calculation.Period.IdentificationStartDate := Model.Transform.Period.IdentificationStartDate;
    Calculation.CurrentPoint := Model.Transform.Period.IdentificationStartDate;
    Coo := Transf.CreateCoord(Transf.Outputs.Item(0));
    // Execute calculation
    BandpassF.Execute(Calculation, Coo);
    Weights := BandpassF.WeightsMatrix(Calculation, Coo);
    For i := 0 To Weights.Length - 1 Do
        Debug.WriteLine(Weights[i]);
    End For;
    // Save model
    ModelObj.Save;
End Sub UserProc;

After executing the example the variable, to which the cyclic and non-cyclic components (depending on the component loaded to the output variable) are loaded, is set for the model. The model is calculated, the weight matrix is displayed in the console window.