IMsPooledModelTransform.ARMA

Syntax

ARMA: ISlARMA;

Description

The ARMA property returns autoregression and moving average parameters.

Comments

Be default autoregression order and moving average order are not specified.

Example

Executing the example requires that the repository contains a modeling container with the OBJ_MS identifier. This container must include a model with the MODEL identifier that uses panel data regression method for calculation.

It is also necessary to add links to the Metabase, Ms, Stat system assemblies.

    Sub UserProc;
        Var
        Mb: IMetabase;
        MsDescr: IMetabaseObjectDescriptor;
        Model: IMsModel;
        ModelTransform: IMsFormulaTransform;
        ModelFormula: IMsFormula;
        PooledModel: IMsPooledModelTransform;
        Weights: IMsFormulaTermSet;
        ARMA: ISlARMA;
        OrderAR: Array[2Of Integer;
    Begin
        Mb := MetabaseClass.Active;
        MsDescr := Mb.ItemById("OBJ_MS");
        Model := MB.ItemByIdNamespace("MODEL", MsDescr.Key).Edit As IMsModel;
        ModelTransform := Model.Transform;
        ModelFormula := ModelTransform.FormulaItem(0);
        PooledModel := ModelFormula.Method As IMsPooledModelTransform;
        PooledModel.CrossSection := PooledModelCrossSectionType.FixedEffect;
        PooledModel.ConstantMode := InterceptMode.ManualEstimate;
        PooledModel.ConstantValue := 0.78;
        PooledModel.ConfidenceLevel := 0.75;
        PooledModel.MissingData.Method := MissingDataMethod.SampleAverage;
        Weights := PooledModel.Weights;
        Weights.Clear;
        ARMA := PooledModel.ARMA;
        OrderAR[0] := 1;
        OrderAR[1] := 3;
        ARMA.OrderAR := OrderAR;
        (Model As IMetabaseObject).Save;
    End Sub UserProc;

After executing the example some parameters of model calculation are changed. The list of changed parameters and its new values:

All changes in model calculation options are saved.

See also:

IMsPooledModelTransform