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