IMsLinearRegressionTransform

Assembly: Ms;

Description

The IMsLinearRegressionTransform interface contains properties and methods that determine model calculation options using the Linear Regression (OLS estimation) method.

Inheritance Hierarchy

IMsStochasticMethod

IMsMethod

IMsLinearRegressionTransform

Comments

Least-squares method (OLS) is one of regression analysis methods used to estimate unknown values by results of dimensions containing random errors. This method is also used for approximate representation of the specified function by other (more simple) functions, as well as for handling observations.

Properties

	Property name	Brief description
	ARMA	The ARMA property returns autoregression and moving average parameters.
	ARMACoefficients	The ARMACoefficients property returns estimated coefficients of moving average autoregression.
	AutoSelection	The AutoSelection property returns the settings used to autofit time series combination, for which the values of identified equation coefficients will be optimal.
	Coefficients	The Coefficients property determines an array of values of model equation coefficients.
	CoefUncertaintyInSECalc	The CoefUncertaintyInSECalc property determines whether to take into account coefficient uncertainty on confidence limit calculation.
	ConfidenceLevel	The ConfidenceLevel property determines the confidence limits relevance.
	ConstantMode	The ConstantMode property determines the mode of setting model constant.
	ConstantValue	The ConstantValue property determines the value of model constant.
	DiagnosticTests	The DiagnosticTests property returns a set of diagnostic tests of the model.
	Explained	The Explained property returns output series.
	Explanatories	The Explanatories property returns an object that contains the collection of terms used in model calculation.
	IsCoefficientsSaved	The IsCoefficientsSaved property returns True if model coefficients are saved.
	MissingData	The MissingData property returns an object containing parameters of missing data treatment in the source series.
	PairCorrelationMatrix	The PairCorrelationMatrix property returns a real array containing correlation matrix.
	PDLStatCoefficients	The PDLStatCoefficients property returns lag variable coefficients.
	StatCoefficients	The StatCoefficients property returns values of summary statistics calculated for identified equation coefficients.

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 IMsStochasticMethod

	Method name	Brief description
	Identify	The Identify method identifies model equation coefficients.

Methods inherited from IMsMethod

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