IMsPooledModelTransform

Description

The IMsPooledModelTransform interface is used to work with panel data regression model.

Comments

The dimensions of all variables, that take part in model calculation, match.

Mathematical description of panel data regression model is given in the Library of Methods and Models section.

Properties

	Property name	Brief description
	AddFactorTermSet	The AddFactorTermSet property returns parameters of series that is used as added factor.
	ARMA	The ARMA property returns autoregression and moving average parameters.
	ARMACoefficients	The ARMACoefficients property returns the estimated coefficients of autoregression and moving average.
	Coefficients	The Coefficients property determines an array of values of model equation coefficients.
	ConfidenceLevel	The ConfidenceLevel property determines the significance of confidence limits of forecast series.
	ConstantMode	The ConstantMode property determines the mode of setting model constant.
	ConstantValue	The ConstantValue property determines the value of model constant.
	CrossSection	The CrossSection property determines the type of panel data regression model.
	Explained	The Explained property returns an output (explained) variable.
	Explanatories	The Explanatories property returns an array of explanatory variables (factors).
	FittedTermSet	The FittedTermSet property returns parameters of the variable, to which modeling series data should be loaded after model calculation.
	ForecastTermSet	The ForecastTermSet property returns parameters of the variable, to which forecasting series data is loaded after model calculation.
	IsCoefficientsSaved	The IsCoefficientsSaved property determines whether model coefficients are saved.
	LowerConfidenceLevelTermSet	The LowerConfidenceLevelTermSet property returns parameters of the variable, to which lower confidence limit data is loaded after model calculation.
	MissingData	The MissingData property returns an object containing parameters of missing data treatment in the source series.
	PairCorrelationMatrix	The PairCorrelationMatrix property returns the matrix of model factor correlation.
	ResidualsTermSet	The ResidualsTermSet property returns parameters of the variable, to which residual series data is loaded after model calculation.
	StatCoefficients	The StatCoefficients property returns values of summary statistics calculated for coefficients of identified equation.
	UpperConfidenceLevelTermSet	The UpperConfidenceLevelTermSet property returns parameters of the variable, to which upper confidence limit data is loaded after model calculation.
	Weights	The Weights property returns weights used on model calculation.

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.