IMsBpfResult.CycleSeries

Syntax

CycleSeries: ITimeSeries;

Description

The CycleSeries property returns cyclic component of the source series.

Comments

This interface can also be used to get:

IMsBpfResult.NonCyclicalSeries. Non-cyclic component of source series.
IMsBpfResult.Weights. Weights.

Example

A custom method of calculation that returns forecasting values for any forecasting calculation method is given.

Add links to the Ms, Stat system assemblies.

Public Function BpfResult(Result: Variant): ITimeSeries;
Var
    BpfRes: IMsBpfResult;
    Series: ITimeSeries;
Begin
    BpfRes := Result As IMsBpfResult;
    // Display method name
    Debug.WriteLine("Method name: " + BpfRes.BaseMethod.Name);
    Debug.WriteLine("");
    // Get modeling series and display it in the console window
    Series := BpfRes.Fitted;
    Debug.WriteLine("Modeling series");
    Print(Series);
    // Get residual series and display it in the console window
    Series := BpfRes.Residuals;
    Debug.WriteLine("Residual series");
    Print(Series);
    // Get output series and display it in the console window
    Series := BpfRes.TimeSeries;
    Debug.WriteLine("Output series");
    Print(Series);
    // Return forecasting series
    Return BpfRes.NonCyclicalSeries;
End Function BpfResult;

After executing the example the console window displays calculation results of the Baxter-King filter.

This custom method can be used in determinate equation, in calculator in time series analysis and in expression editor. For example, the use of custom method in determinate equation:

IMSBPFRESULT_CYCLESERIES.BpfResult(Bpf(X1, Null, 1, 2, 5))

Where:

IMSBPFRESULT_CYCLESERIES. Identifier of the unit including custom method.
BpfResult. Custom method name.
Bpf. The Baxter-King filter calculation method.
X1. Model factor.