ISmBandpassFilter

Assembly: Stat;

Description

The ISmBandpassFilter interface determines parameters of the Baxter-King filter.

Inheritance Hierarchy

          IStatMethod

          ISmBandpassFilter

Comments

The Baxter-King filter is a modified Hodrick-Prescott filter with wider options for exclusion of a cycle component in a time series.

Properties

  Property name Brief description
Fitted

The Fitted property returns a modeling series.
FrequencyHigh

The FrequencyHigh property determines upper cutoff frequency.
FrequencyLow

The FrequencyLow property determines lower cutoff frequency.
MissingData

The MissingData property determines missing data treatment parameters.
ModelPeriod

The ModelPeriod property determines sample period parameters.
Residuals

The Residuals property returns a residual series.
Serie

The Serie property determines a source series.
SummaryStatistics

The SummaryStatistics property returns summary statistics.
Weights

The Weights property returns weights.
Width

The Width property determines window size.

Properties inherited from IStatMethod

  Property name Brief description
DisplayName The DisplayName property returns the displayed method name.
ErrorByStatus The ErrorByStatus property returns an error message by the error number.
Errors The Errors property returns a message with all the errors and warnings.
Name The Name property returns the internal method name.
PerformanceTime The PerformanceTime property returns method execution time.
Status The Status property returns the method execution status.
SupportsR The SupportsR property returns whether statistical method can be calculated via R package.
UseR The UseR property determines whether statistical method is calculated via the R package.
WarningByStatus The WarningByStatus property returns a warning text by its number.
Warnings The Warnings property returns the warnings that occurred on method calculation.
WarningsCount The WarningsCount property returns the number of warnings that occurred on method calculation.
WarningsNumbers The WarningsNumbers property returns numbers of the warnings that occurred on method calculation.

Methods inherited from IStatMethod

  Method Name Brief description
Clone The Clone method clones a statistical method object.
Execute The Execute method executes a statistical method.
LoadFromXML The LoadFromXML method loads statistical method settings from XML code.
SaveToXML The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces | Baxter-King filter