IMsFormulaTransform.EquationsFormula

Syntax

EquationsFormula: IMsFormula;

Description

The EquationsFormula property returns equations formula.

Comments

Used for working with the error correction model and the system of non-linear equations.

Example

Executing the example requires that the repository contains a modeling container with the KONT_MODEL identifier.

Add links to the Metabase and Ms system assemblies.

Sub UserProc;
Var
    MB: IMetabase;
    CrInf: IMetabaseObjectCreateInfo;
    MObj: IMetabaseObject;
    Model: IMsModel;
    ECM: IMsErrorCorrectionModelTransform;
    Endo1, Endo2, Endo3,Ekzo1: IMsVariable;
    TransVar: IMsFormulaTransformVariable;
    Tree: IMsFormulaTransformSlicesTree;
    Slice: IMsFormulaTransformSlice;
    Selector: IMsFormulaTransformSelector;
    Formula: IMsFormula;
    Eqution: IMsECMEquation;
    ComposTerm: IMsCompositeFormulaTerm;
Begin
    MB := MetabaseClass.Active;
    //create a model
    CrInf := Mb.CreateCreateInfo;
    CrInf.ClassId := MetabaseObjectClass.KE_CLASS_MSMODEL;
    CrInf.Id := "New_ECM";
    CrInf.Name := "New_ECM";
    CrInf.Parent := Mb.ItemById("KONT_MODEL");
    CrInf.Permanent := False;
    MObj := Mb.CreateObject(CrInf).Edit;
    Model := MObj As IMsModel;
    Model.Kind := MsModelKind.ErrorCorrectionModel;
    //determine model parameters
    ECM := Model.Transform.EquationsFormula.Method As IMsErrorCorrectionModelTransform;
    ECM.ModelType := ECMType.NoTrendIntercept;
    ECM.CointegralCount :=2;
    // add endogenous variables to list of output variables
    Endo1 := MB.ItemByIdNamespace("Var_1",MB.ItemById("KONT_MODEL").Key).Bind As IMsVariable;
    Model.Output.Add(Endo1);
    Endo2 := MB.ItemByIdNamespace("Var_2",MB.ItemById("KONT_MODEL").Key).Bind As IMsVariable;
    Model.Output.Add(Endo2);
    Endo3 := MB.ItemByIdNamespace("Var_3",MB.ItemById("KONT_MODEL").Key).Bind As IMsVariable;
    Model.Output.Add(Endo3);
    // add an exogenous variable to list of input variables
    Ekzo1 := MB.ItemByIdNamespace("Var_11",MB.ItemById("KONT_MODEL").Key).Bind As IMsVariable;
    Model.Input.Add(Ekzo1);
    // set up the first endogenous variable
    TransVar := Model.Transform.Outputs.Item(0);
    Tree := TransVar.SlicesTree(Null);
    Slice := Tree.CreateSlice(1);
    Selector := Endo1.Transform.CreateSelector;
    Selector.Slice := Slice;
    Formula := Model.Transform.Transform(Selector);
    Formula.Kind := MsFormulaKind.ECMEquation;
    Formula.Level := DimCalendarLevel.Year;
    Eqution := Formula.Method As IMsECMEquation;
    Eqution.Inversion :=MsInversion.Normalization;
    // set up exogenous variable for the first equation
    TransVar := Model.Transform.Inputs.Item(0);
    ComposTerm := Eqution.Operands.Add;
    Slice := TransVar.Slices.Add(Null);
    ComposTerm.Expression.AsString:= "10*" + Model.Transform.SliceToTerm(Slice, "") + "*3.14";
    // set up the second endogenous variable
    TransVar := Model.Transform.Outputs.Item(1);
    Tree := TransVar.SlicesTree(Null);
    Slice := Tree.CreateSlice(1);
    Selector := Endo1.Transform.CreateSelector;
    Selector.Slice := Slice;
    Formula := Model.Transform.Transform(Selector);
    Formula.Kind := MsFormulaKind.ECMEquation;
    // set up the third endogenous variable
    TransVar := Model.Transform.Outputs.Item(2);
    Tree := TransVar.SlicesTree(Null);
    Slice := Tree.CreateSlice(1);
    Selector := Endo1.Transform.CreateSelector;
    Selector.Slice := Slice;
    Formula := Model.Transform.Transform(Selector);
    Formula.Kind := MsFormulaKind.ECMEquation;
    MObj.Save;
End Sub UserProc;

After executing the example an error correction model is created in the modeling container. For this model, the key parameters (model type and number of cointegration connections) are determined, 3 variables are added to the list of endogenous variables. One endogenous variable is added for the first equation.