The IMsLRXFilterTransform interface determines the LRX Filter model.
LRX filter is a method of time series smoothing that is used to determine long-term trends of a time series. It is a general case of the Hodrick-Prescott filter.
| Property name | Brief description | |
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DPrior | The DPrior property determines prior differences. |
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Explained | The Explained property returns output series. |
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MissingData | The MissingData property returns missing data treatment parameters. |
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Operands | The Operands property returns the collection of terms used to compile the model equation. |
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Prior | The Prior property determines prior values. |
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SmoothingParameter | The SmoothingParameter property determines the measure of series smoothing. |
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w1 | The w1 property determines the weights 1. |
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w2 | The w2 property determines the weights 2. |
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w3 | The w3 property determines the weights 3. |
| Property name | Brief description | |
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CalculateSeries | The CalculateSeries property returns results of model calculation. |
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InversionInfo | The InversionInfo property returns parameters of initial transformation applied to variable. |
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ObservationsCount | The ObservationsCount property returns the number of model observations. |
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PeriodAlignment | The PeriodAlignment property returns type of model calculation relative to period. |
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Series | The Series property returns a set of available series used by current method in calculations. |
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StatMethod | The StatMethod property returns information on statistical method used for model calculation. |
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Summary | The Summary property returns summary statistics calculated for model. |
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SupportsR | The SupportsR property determines whether calculation by R is enabled. |
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Type | The Type property returns type of method used for model calculation. |
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UseR | The UseR property determines whether connection to R is used on method calculation. |
| Method name | Brief description | |
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Execute | The Execute method calculates model and returns calculation results. |
See also:
Ms Assembly Interfaces | The LRX Filter Model.