Stat Assembly > Stat Assembly Interfaces > ISmHodrickPrescottFilter
Assembly: Stat;
The ISmHodrickPrescottFilter interface defines the parameters of Hodrick-Prescott filter.
ISmHodrickPrescottFilter
This method is used to single out long-term trends of time series. This is a two-sided linear filter that calculates a series S based on a source series Y by minimizing the spread of S series elements around Y provided that the sum of elements of twice differenced S series is a minimum.
| Property name | Brief description | |
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Fitted | The Fitted property returns a modeling series. |
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Frequency | The Frequency property determines the number of periods in the year. |
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MissingData | The MissingData property determines missing data treatment parameters. |
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ModelPeriod | The ModelPeriod property determines sample period parameters. |
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Power | The Power property determines the value of the power used as the smoothing parameter. |
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Residuals | The Residuals property returns a residual series. |
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Serie | The Serie property determines source series parameters. |
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SmoothingParameter | The SmoothingParameter property determines smoothing parameter. |
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SmoothingParameterMode | The SmoothingParameterMode property determines the method of setting the smoothing parameter. |
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SummaryStatistics | The SummaryStatistics property returns summary statistics. |
| Property name | Brief description | |
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DisplayName | The DisplayName property returns the displayed method name. |
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ErrorByStatus | The ErrorByStatus property returns an error message by the error number. |
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Errors | The Errors property returns a message with all the errors and warnings. |
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Name | The Name property returns the internal method name. |
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PerformanceTime | The PerformanceTime property returns method execution time. |
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Status | The Status property returns the method execution status. |
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SupportsR | The SupportsR property returns whether statistical method can be calculated via R package. |
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UseR | The UseR property determines whether statistical method is calculated via the R package. |
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WarningByStatus | The WarningByStatus property returns a warning text by its number. |
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Warnings | The Warnings property returns the warnings that occurred on method calculation. |
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WarningsCount | The WarningsCount property returns the number of warnings that occurred on method calculation. |
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WarningsNumbers | The WarningsNumbers property returns numbers of the warnings that occurred on method calculation. |
| Method Name | Brief description | |
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Clone | The Clone method clones a statistical method object. |
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Execute | The Execute method executes a statistical method. |
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LoadFromXML | The LoadFromXML method loads statistical method settings from XML code. |
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SaveToXML | The SaveToXML method unloads statistical method settings to XML code. |
See also:
Stat Assembly Interfaces | Hodrick-Prescott filter
