ISmx12arima

Assembly: Stat;

Description

The ISmx12arima interface is used to work with the X12 method of seasonal adjustment.

Inheritance Hierarchy

          IStatMethod

          ISmx12arima

Comments

The X12 method of seasonal adjustments is an upgraded version of the X11 method.

The X12 method is supported only in Windows.

Properties

  Property name Brief description
AdjustmentOptions The AdjustmentOptions property determines method of accounting of holiday and working day adjustments.
AICtest The AICtest property determines whether the automatic mode of accounting holiday or working day adjustments is enabled.
BoxCoxPowerTransform The BoxCoxPowerTransform property determines the degree value for the Box-Cox transformation.
CombinedHolidayFactors The CombinedHolidayFactors property returns the series containing combined holiday or working day adjustments.
CombinedSeasonalFactors The CombinedSeasonalFactors property returns the series containing combined seasonal component and working day adjustment.
DataTransformation The DataTransformation property determines the type of source series transformation.
Easter The Easter property returns Easter adjustment parameters.
ErrorFile The ErrorFile property determines the string array of the error file containing errors from the external program.
IrregularComponent The IrregularComponent property returns the series containing irregular component.
Labor The Labor property returns Labor Day adjustment parameters.
MissingData The MissingData property returns missing data treatment parameters in the source data.
ModelPeriod The ModelPeriod property returns model calculation period settings.
OrderAR The OrderAR property determines non-seasonal autoregression order.
OrderARSeas The OrderARSeas property determines seasonal autoregression order.
OrderDiff The OrderDiff property determines non-seasonal differentiation order.
OrderDiffSeas The OrderDiffSeas property determines seasonal differentiation order.
OrderMA The OrderMA property determines moving average order.
OrderMASeas The OrderMASeas property determines seasonal moving average order.
OutliersARIMAao The OutliersARIMAao property returns the list of additive outliers, accounted for in the ARIMA stage.
OutliersARIMAls The OutliersARIMAls property returns the list of outliers of the "level shift" type, accounted for in the ARIMA stage.
OutliersARIMArpbegin The OutliersARIMArpbegin property returns the list of outliers of the "gradual level shift" (start date) type, accounted for in the ARIMA stage.
OutliersARIMArpend The OutliersARIMArpend property returns the list of outliers of the "gradual level shift" (end date) type, accounted for in the ARIMA stage.
OutliersARIMAtc The OutliersARIMAtc property returns the list of outliers of the "temporary level shift" type, accounted for in the ARIMA stage.
OutliersDetection The OutliersDetection property determines whether to account for outliers in the procedure.
OutliersX11ao The OutliersX11ao property returns the list of additive outliers, accounted for in the X11 stage.
Output The Output property returns the string array containing the output file generated by the X12 external program.
PredefinedVariableConst The PredefinedVariableConst property determines whether to add the constant to regressors on building the ARIMA model.
PredefinedVariableSeasonal The PredefinedVariableSeasonal property determines whether to add the seasonal fictional variables to regressors on building the ARIMA model.
ResidualsDiagnostic The ResidualsDiagnostic property determines whether to check residuals.
Sceaster The Sceaster property returns Easter adjustment parameters (Canada).
SeasonalAdjustmentMode The SeasonAdjustmentMode property determines seasonality type.
SeasonalComponentCycleType The SeasonalComponentCycleType property determines seasonality period (months or quarters).
SeasonalFactors The SeasonalFactors property returns a series containing seasonal component.
SeasonalFilter The SeasonalFilter property determines the type of seasonal filter.
SeasonallyAdjusted The SeasonallyAdjusted property returns a seasonal adjusted series.
SelectFromFile The SelectFromFile property determines whether the specification of ARIMA parameters from file is to be used.
SelectFromFileBest The SelectFromFileBest property determines whether the specification of ARIMA parameters from file is to be used using the best one from the set specifications.
SelectFromFileByFit The SelectFromFileByFit property determines whether to use the specification of ARIMA parameters from file, which gives the closest values for data outside sample period.
Serie The Serie property returns the explained series.
SP1frequency The SP1frequency property returns the series of SP1 spectral frequencies.
SP1spectr The SP1spectr property returns the series of SP1 spectral densities.
SP2frequency The SP2frequency property returns the series of SP2 spectral frequencies.
SP2spectr The SP2spectr property returns the series of SP2 spectral densities.
SpectralPlots The SpectralPlots property determines whether to plot spectral density graphs.
StabilityAnalysisofSeasonals The StabilityAnalysisofSeasonals property determines the type of seasonal component stability analysis.
StartPeriod The StartPeriod property determines the start date of a calculation period (year and month or quarter).
TdstockValue The TdstockValue property determines the number of days considered to get working day adjustment.
Thanksgiving The Thanksgiving property returns parameters of Thanksgiving Day adjustments.
TradingDayEffects The TraidingDaysAdjustment property determines the type of adjustment for working days.
TrendCycle The TrendCycle property returns the series containing a trend-cycle component.
Trendma The TrendMA property determines the order of moving average for trend filter (the Henderson filter).
x12aMdlFile The x12aMdlFile property determines a string array with possible ARIMA specifications.

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

  Method name Brief description
ParseAR

The ParseAR method parses strings with parameters of non-seasonal autoregression.
ParseARSeas

The ParseARSeas method parses strings with parameters of seasonal autoregression.
ParseMA

The ParseMA method parses strings with moving average parameters.
ParseMASeas

The ParseMASeas method parses strings with seasonal moving average parameters.

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 | X12-ARIMA