IMsHodrickPrescottFilterTransform

Description

The IMsHodrickPrescottFilterTransform interface contains properties and methods determining parameters of the model using Hodrick-Prescott for calculation.

Properties

	Property name	Brief description
	Explained	The Explained property returns output series.
	MissingData	The MissingData property returns an object containing parameters of missing data treatment in the source series.
	Power	The Power property determines value of the power used as the smoothing parameter.
	SmoothingParameter	The SmoothingParameter property determines value of smoothing parameter.
	SmoothingParameterMode	The SmoothingParameterMode property determines the method of setting smoothing parameter.

Properties inherited from IMsMethod

	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 inherited from IMsMethod

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

See also:

Ms Assembly Interfaces