Assembly: Stat;
The ISmx12arima interface is used to work with the X12 method of seasonal adjustment.
ISmx12arima
The X12 method of seasonal adjustments is an upgraded version of the X11 method.
The X12 method is supported only in Windows.
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. |
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. |
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. |
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: