IMsBandpassFilterTransform.Width

Syntax

Width: Integer;

Description

The Width property determines the size of lead/lag for method.

Comments

The default value depends on the calendar frequency that is applied for method calculation:

Frequency	Lead/lag
Annual	3
Semi-annual	6
Quarterly	12
Monthly	36
Weekly	156
5-days	783
7-days	1095

Example

Executing the example requires that the repository contains a modeling container with the KONT_MODEL identifier. The container contains three variables that will be used in model calculation. Variable identifiers: VAR_1, VAR_2, VAR_3.

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

Sub UserProc;
Var
    MB: IMetabase;
    KM: IMetabaseObjectDescriptor;
    CrInf: IMetabaseObjectCreateInfo;
    MObj: IMetabaseObject;
    Model: IMsModel;
    Trans: IMsFormulaTransform;
    Varr1, Varr2, Varr3: IVariableStub;
    VarTrans: IMsFormulaTransformVariable;
    Tree: IMsFormulaTransformSlicesTree;
    Slice: IMsFormulaTransformSlice;
    Selector: IMsFormulaTransformSelector;
    Formula: IMsFormula;
    BPFilter: IMsBandpassFilterTransform;
Begin
    MB := MetabaseClass.Active;
    KM := Mb.ItemById("KONT_MODEL");
    CrInf := Mb.CreateCreateInfo;
    CrInf.ClassId := MetabaseObjectClass.KE_CLASS_MSMODEL;
    CrInf.Id := "New_BPFilter";
    CrInf.Name := "New_BPFilter";
    CrInf.Parent := KM;
    MObj := MB.CreateObject(CrInf).Edit;
    Model := MObj As IMsModel;
    Trans := Model.Transform;
   //Output
    Varr1 := MB.ItemByIdNamespace("Var_1", KM.Key).Bind As IVariableStub;
    VarTrans := Trans.Outputs.Add(Varr1);
   //Variable for weights
    Varr2 := MB.ItemByIdNamespace("Var_2", KM.Key).Bind As IVariableStub;
    Trans.Series.Add(Varr2);
   // Variable for modeling series
    Varr3 := MB.ItemByIdNamespace("Var_3", KM.Key).Bind As IVariableStub;
    Trans.Series.Add(Varr3);
    Tree := VarTrans.SlicesTree(VarTrans);
    Slice := Tree.CreateSlice(1);
    Selector := Model.Transform.CreateSelector;
    Selector.Slice := Slice;
    Formula := Model.Transform.Transform(Selector);
    Formula.Kind := MsFormulaKind.BandpassFilter;
    BPFilter := Formula.Method As IMsBandpassFilterTransform;
    BPFilter.Width := 2;
    BPFilter.FrequencyLow := 1;
    BPFilter.FrequencyHigh := 10;
   //Weights
    BPFilter.Weights := Varr2 As IMsVariableStub;
   //Modeling series
    BPFilter.Fitted := Varr3 As IMsVariableStub;
    MObj.Save;
End Sub UserProc;

After executing the example the model that uses the Baxter King filter for calculation is created in the modeling container. The output variable and the variables, to which the weights and modeling series values are loaded, are added to the model. The borders values of the seasonal period and the size of lead/lag for model are also set.