ISmTramoSeats

Assembly: Stat;

Description

The ISmTramoSeats interface is used to work with the statistical methods TRAMO and SEATS.

Inheritance Hierarchy

          IStatMethod

          ISmTramoSeats

Comments

The TRAMO model estimates and enables the user to forecast the model with missing data, ARIMA residuals, also including different types of outliers. The SEATS model decomposes the time series based on the ARIMA process. These models are often used together instead of the other methods used to determine seasonality (such as X11 and X12).

The TRAMO and SEATS statistical methods are available in Foresight Analytics Platform for Windows. To work work the methods in Linux, you need to execute an additional integration.

Properties

  Property name Brief description
AR The AR property determines the order of non-seasonal autoregression.
ArimaOrderSearch The ArimaOrderSearch property determines the method of ARIMA model specification.
Cycle The Cycle property returns the series that contains a cyclical component.
D The D property determines the order of non-seasonal differentiation.
EasterEffect The EasterEffect property determines the type of adjustment for Easter.
Exogenous The Exogenous property returns a collection of exogenous variables (regressors).
Forecast The Forecast property returns the array that contains values of forecasting series.
ForecastHorizon The ForecastHorizon property determines forecasting horizon.
HolidaySeries The HolidaySeries property determines a series of adjustments for holiday and working days.
Interpolated The Interpolated property returns the series that contains interpolated value of the source series.
IrregularComponent The IrregularComponent property returns the series containing irregular component.
Linearized The Linearized property returns the series that contains a linearized value of the source series.
MA The MA property determines the order of non-seasonal moving average.
MissingData The MissingData property returns the method of missing data treatment applied to the input data.
ModelPeriod The ModelPeriod property returns settings of the period of model calculation.
Outliers The Outliers property returns a collection of outliers.
OutliersDetection The OutliersDetection property determines the mode of outliers detection.
Output_seats The Output_seats property returns the string array that contains the output file generated by the SEATS external program.
Output_tramo The Output_tramo property returns the string array that contains the output file generated by the TRAMO external program.
RunSeats The RunSeats property determines whether to run the SEATS procedure after the TRAMO is executed.
SAR The AR property determines the order of seasonal autoregression.
SD The SD property determines the order of seasonal differentiation.
SeasonalComponentCycleType The SeasonalComponentCycleType property determines seasonality period (months or quarters).
SeasonalFactors The SeasonalFactors property returns the series that contains seasonal factor.
SeasonallyAdjusted The SeasonallyAdjusted property returns the seasonal adjusted series.
Serie The Serie property returns the explained series.
SMA The SMA property determines the order of seasonal moving average.
StartPeriod The StartPeriod property returns the start date of a calculation period (years and month or quarter).
TradingDayEffects The TraidingDaysAdjustment property determines the type of adjustment for working days.
TradingDayIfSignificant The TradingDayIfSignificant property determines whether the adjustment for working days is accounted for automatically.
Transformation The Transformation property determines the type of source series transformation.
Trend The Trend property returns the series that contains a trend component.
UseHolidaySeries The UseHolidaySeries property determines whether to use a separate series for holiday or working days adjustment.

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 | TRAMO/SEATS Models Description