Расчёт метода «Линейная регрессия»

Ниже приведен пример использования операции GetMs для расчёта уравнения. В запросе передаются: экземпляр открытого контейнера моделирования, шаблон расчёта уравнения и параметры выполнения операции. В ответе приходит экземпляр модели, содержащей уравнение с результатами расчёта.

Для выполнения примера уравнение должно рассчитываться методом «Линейная регрессия».

В примере C# для вывода результатов используются вспомогательные процедуры: printPDL, PrintSeries описанные в данном разделе; PrintCoef, printARMA, PrintArray, PrintSeries, описанные в разделе «Расчёт уравнения».

SOAP-запрос:

<s:Envelope xmlns:s="http://schemas.xmlsoap.org/soap/envelope/">
<s:Body xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<GetMs xmlns="http://www.fsight.ru/PP.SOM.Som">
<tMs xmlns="">
  <id>IEHFOKNBPENBFOAEDMNIFBMAGBJFMILEEKEMODKJPMDBDAAN!M!S!CKILIGLNBPENBFOAEGCFPILNFBENOEAEENLANPEIMKOMICGHG</id>
  </tMs>
<tArg xmlns="">
<pattern>
  <obInst>false</obInst>
  <all>false</all>
<item>
  <key>89669</key>
<problem>
<metamodel>
  <calculationChain>Get</calculationChain>
<calcChainPattern>
<modelPattern>
<transform>
  <outputs>Get</outputs>
  <formulaCount>true</formulaCount>
<formulas>
<method>
  <series>true</series>
  </method>
  </formulas>
  <displayId>true</displayId>
<equationsFormula>
  <method />
  </equationsFormula>
  <series>Get</series>
  <kind>true</kind>
  <displaySettings>true</displaySettings>
  <additionalAttributes>true</additionalAttributes>
  <calculationType>true</calculationType>
  <calculationDirection>true</calculationDirection>
<transformVariable>
  <slices>Get</slices>
<transformSlice>
  <selection>Get</selection>
  </transformSlice>
  </transformVariable>
  </transform>
  <stochastic>true</stochastic>
  <calculationPeriod>true</calculationPeriod>
  <useModelPeriod>true</useModelPeriod>
  <useExistingData>true</useExistingData>
  <treatNullsAsZeros>true</treatNullsAsZeros>
  <autoName>true</autoName>
  <generatedName>true</generatedName>
  <period>true</period>
  <isExclusive>true</isExclusive>
  <useAutoPeriod>true</useAutoPeriod>
  </modelPattern>
<entryKeys>
  <l>4</l>
  </entryKeys>
  </calcChainPattern>
  </metamodel>
  </problem>
  </item>
  </pattern>
<execParams>
  <k>0</k>
<modelKeys>
  <l>4</l>
  </modelKeys>
  <pdlIndex>1</pdlIndex>
  <scenarioKeys />
  <execMethod>true</execMethod>
  <execCoefficients>true</execCoefficients>
  <execEvaluateSeries>true</execEvaluateSeries>
  <execPairCorrelationMatrix>true</execPairCorrelationMatrix>
  <execARMACoefficients>true</execARMACoefficients>
  <execPDLStatCoefficients>true</execPDLStatCoefficients>
  <execStatCoefficients>true</execStatCoefficients>
  </execParams>
  </tArg>
  </GetMs>
  </s:Body>
  </s:Envelope>

SOAP-ответ:

<soapenv:Envelope xmlns:soapenv="http://schemas.xmlsoap.org/soap/envelope/">
<soapenv:Body>
<GetMsResult xmlns="http://www.fsight.ru/PP.SOM.Som" xmlns:q1="http://www.fsight.ru/PP.SOM.Som" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<id xmlns="">
  <id>IEHFOKNBPENBFOAEDMNIFBMAGBJFMILEEKEMODKJPMDBDAAN!M!S!CKILIGLNBPENBFOAEGCFPILNFBENOEAEENLANPEIMKOMICGHG</id>
  </id>
<meta xmlns="">
<item>
  <k>89669</k>
  <id>MODEL_NEW</id>
  <n>MODEL_NEW</n>
  <vis>1</vis>
  <type>Problem</type>
<problemMd>
<metamodel>
  <k>89670</k>
<calculationChain>
<its>
<Item>
  <k>4</k>
  <id>OBJ4</id>
  <n>MyOutputVavable|A[t] = A0 + PDL(TS(MyInputVavable[t+1] * 8, Linear), 1, 1) + [AR(1)=A1], (От родителя)-(От родителя)</n>
  <vis>1</vis>
  <type>Model</type>
  <excluded>0</excluded>
  <graphMeta />
<model>
<transform>
<outputs>
<its>
<Item>
  <k>1</k>
  <id>VARIABLES_89670</id>
  <n>Variables</n>
  <vis>1</vis>
<slices>
<its>
<Item>
  <k>0</k>
  <id>MyOutputVavable|A</id>
  <n>MyOutputVavable|A</n>
  <vis>1</vis>
  <variableKey>1</variableKey>
  <stubKey>89671</stubKey>
<selections>
<its>
<Item>
<id>
  <id>89683</id>
  </id>
  <variant>2</variant>
  </Item>
  </its>
  </selections>
  <aggregator>None</aggregator>
<parametrizedDimensions>
<its>
<Item>
  <dimension>0</dimension>
  <parameter>0</parameter>
  </Item>
  </its>
  </parametrizedDimensions>
<unitInfo>
  <unit>4294967295</unit>
  <measure>4294967295</measure>
  <baseUnit>4294967295</baseUnit>
  <unitsDimensionKey>0</unitsDimensionKey>
  </unitInfo>
  <level>Year</level>
  </Item>
  </its>
  </slices>
  <variableStubKey>89671</variableStubKey>
  <parameterID />
  <kind>Stub</kind>
  <attributeId />
  <attributeType>Series</attributeType>
  </Item>
  </its>
  </outputs>
  <formulaCount>1</formulaCount>
<formulas>
<its>
<it>
  <k>0</k>
  <kind>LinearRegression</kind>
<method>
<linearRegression>
  <constantMode>ManualEstimate</constantMode>
  <constantValue>0.5</constantValue>
  <confidenceLevel>0.85</confidenceLevel>
<ARMA>
<orderAR>
  <l>1</l>
  </orderAR>
  <orderMA />
  <calcInitMode>Auto</calcInitMode>
  <initAR />
  <initMA />
  <initIntercept>NaN</initIntercept>
  <estimationMethod>LevenbergMarquardt</estimationMethod>
  <tolerance>0.0001</tolerance>
  <maxIteration>500</maxIteration>
<coefficientsAR>
  <estimate />
  <standardError />
  <tStatistic />
  <probability />
  </coefficientsAR>
<coefficientsMA>
  <estimate />
  <standardError />
  <tStatistic />
  <probability />
  </coefficientsMA>
  <diff>0</diff>
  <diffSeas>1</diffSeas>
  <orderARSeas />
  <orderMASeas />
  <initARSeas />
  <initMASeas />
  <periodSeas>0</periodSeas>
<coefficientsARSeas>
  <estimate />
  <standardError />
  <tStatistic />
  <probability />
  </coefficientsARSeas>
<coefficientsMASeas>
  <estimate />
  <standardError />
  <tStatistic />
  <probability />
  </coefficientsMASeas>
  <useARMAasInstrums>1</useARMAasInstrums>
  <useAnalyticDeriv>1</useAnalyticDeriv>
  <useBackCast>1</useBackCast>
  </ARMA>
<missingData>
  <specifiedVector />
  <method>Casewise</method>
  <methodParameter>5</methodParameter>
  <specifiedValue>0</specifiedValue>
<specifiedTerm>
  <k>4294967295</k>
  </specifiedTerm>
  </missingData>
<coefficients>
  <d>-0.08396406739747959</d>
  </coefficients>
<pairCorrelationMatrix>
<data>
  <d>1</d>
  <d>-0.7626332420071756</d>
  <d>-0.7626332420071756</d>
  <d>1</d>
  </data>
  </pairCorrelationMatrix>
<armaCoefficients>
<orderAR>
  <l>1</l>
  </orderAR>
  <orderMA />
<coefficientsAR>
<estimate>
  <d>0.8682687093029638</d>
  </estimate>
<standardError>
  <d>0.07799376856974333</d>
  </standardError>
<tStatistic>
  <d>11.13253949931325</d>
  </tStatistic>
<probability>
  <d>2.867720505506099e-10</d>
  </probability>
  </coefficientsAR>
<coefficientsMA>
  <estimate />
  <standardError />
  <tStatistic />
  <probability />
  </coefficientsMA>
  <orderARSeas />
  <orderMASeas />
<coefficientsARSeas>
  <estimate />
  <standardError />
  <tStatistic />
  <probability />
  </coefficientsARSeas>
<coefficientsMASeas>
  <estimate />
  <standardError />
  <tStatistic />
  <probability />
  </coefficientsMASeas>
  </armaCoefficients>
<pdlStatCoefficients>
  <estimatesSum>0</estimatesSum>
  <stdErrSum>0</stdErrSum>
  <tStatSum>0</tStatSum>
  </pdlStatCoefficients>
<statCoefficients>
<intercept>
  <mode>ManualEstimate</mode>
  <estimate>0.5</estimate>
  <standardError>NaN</standardError>
  <tStatistic>NaN</tStatistic>
  <probability>NaN</probability>
  </intercept>
<coefficients>
<estimate>
  <d>-0.08396406739747959</d>
  </estimate>
<standardError>
  <d>0.02130633695023525</d>
  </standardError>
<tStatistic>
  <d>-3.94080256937608</d>
  </tStatistic>
<probability>
  <d>0.0007483835396404626</d>
  </probability>
  </coefficients>
  </statCoefficients>
  </linearRegression>
  <name>0.5000 + PDL(X1, 1, 1) + [AR(1)=0.8683]</name>
<series>
<input>
  <k>4294967295</k>
  <lag>0</lag>
<inversion>
  <type>None</type>
  <lag>PrecidingValue</lag>
  <previousLag>-1</previousLag>
  <seasonality>None</seasonality>
  <dependence>Linear</dependence>
  <K>3</K>
  </inversion>
<slice>
  <k>0</k>
  <id>MyOutputVavable|A</id>
  <n>MyOutputVavable|A</n>
  <vis>1</vis>
  <variableKey>1</variableKey>
  <stubKey>89671</stubKey>
<selections>
<its>
<Item>
<id>
  <id>89683</id>
  </id>
  <variant>2</variant>
  </Item>
  </its>
  </selections>
  <aggregator>None</aggregator>
<parametrizedDimensions>
<its>
<Item>
  <dimension>0</dimension>
  <parameter>0</parameter>
  </Item>
  </its>
  </parametrizedDimensions>
<unitInfo>
  <unit>4294967295</unit>
  <measure>4294967295</measure>
  <baseUnit>4294967295</baseUnit>
  <unitsDimensionKey>0</unitsDimensionKey>
  </unitInfo>
  <level>Year</level>
  </slice>
  <date>1899-12-30</date>
  </input>
<addFactor>
  <k>4294967295</k>
  </addFactor>
  </series>
<evaluateSeries>
<its>
<Item>
  <scenarioKey>4294967295</scenarioKey>
<fact>
  <d>3</d>
  <d>7</d>
  <d>2</d>
  <d>6</d>
  <d>4</d>
  <d>1</d>
  <d>5</d>
  <d>3.42857143</d>
  <d>3.28571429</d>
  <d>3.14285714</d>
  <d>3</d>
  <d>2.85714286</d>
  <d>2.71428571</d>
  <d>2.57142857</d>
  <d>2.42857143</d>
  <d>2.28571429</d>
  <d>2.14285714</d>
  <d>2</d>
  <d>1.85714286</d>
  <d>1.71428571</d>
  <d>1.57142857</d>
  <d>1.42857143</d>
  <d>1.28571429</d>
  <d>1.14285714</d>
  <d>1</d>
  <d>0.85714286</d>
  <d>0.71428571</d>
  <d>0.57142857</d>
  <d>NaN</d>
  </fact>
<modelling>
  <d>NaN</d>
  <d>6.796910634289292</d>
  <d>1.14416876286019</d>
  <d>4.975957312453287</d>
  <d>4.442458519583021</d>
  <d>3.514234055349136</d>
  <d>0.9217015149591798</d>
  <d>4.40704993968997</d>
  <d>3.0549012709732</d>
  <d>2.943136473929621</d>
  <d>2.831371668203355</d>
  <d>2.71960687115977</d>
  <d>2.607842074116201</d>
  <d>2.496077268389927</d>
  <d>2.384312471346351</d>
  <d>2.272547674302773</d>
  <d>2.160782877259189</d>
  <d>2.049018071532927</d>
  <d>1.937253274489343</d>
  <d>1.825488477445767</d>
  <d>1.713723671719501</d>
  <d>1.601958874675926</d>
  <d>1.490194077632337</d>
  <d>1.378429280588761</d>
  <d>1.266664474862499</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  </modelling>
<residuals>
  <d>NaN</d>
  <d>0.2030893657107082</d>
  <d>0.8558312371398105</d>
  <d>1.024042687546713</d>
  <d>-0.4424585195830213</d>
  <d>-2.514234055349136</d>
  <d>4.07829848504082</d>
  <d>-0.9784785096899702</d>
  <d>0.2308130190268001</d>
  <d>0.199720666070379</d>
  <d>0.1686283317966448</d>
  <d>0.1375359888402303</d>
  <d>0.106443635883799</d>
  <d>0.07535130161007286</d>
  <d>0.04425895865364904</d>
  <d>0.01316661569722655</d>
  <d>-0.01792573725918922</d>
  <d>-0.04901807153292737</d>
  <d>-0.0801104144893432</d>
  <d>-0.1112027674457667</d>
  <d>-0.1422951017195007</d>
  <d>-0.1733874446759258</d>
  <d>-0.2044797876323372</d>
  <d>-0.2355721405887614</d>
  <d>-0.2666644748624989</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  </residuals>
<input>
  <d>3</d>
  <d>7</d>
  <d>2</d>
  <d>6</d>
  <d>4</d>
  <d>1</d>
  <d>5</d>
  <d>3.42857143</d>
  <d>3.28571429</d>
  <d>3.14285714</d>
  <d>3</d>
  <d>2.85714286</d>
  <d>2.71428571</d>
  <d>2.57142857</d>
  <d>2.42857143</d>
  <d>2.28571429</d>
  <d>2.14285714</d>
  <d>2</d>
  <d>1.85714286</d>
  <d>1.71428571</d>
  <d>1.57142857</d>
  <d>1.42857143</d>
  <d>1.28571429</d>
  <d>1.14285714</d>
  <d>1</d>
  <d>0.85714286</d>
  <d>0.71428571</d>
  <d>0.57142857</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  </input>
<factors>
<its>
<it>
  <termToText>{MyInputVavable[t+1]}</termToText>
<serie>
  <d>32</d>
  <d>16</d>
  <d>56</d>
  <d>60</d>
  <d>72.8</d>
  <d>85.59999999999999</d>
  <d>98.40000000000001</d>
  <d>111.2</d>
  <d>124</d>
  <d>136.8</d>
  <d>149.6</d>
  <d>162.4</d>
  <d>175.2</d>
  <d>188</d>
  <d>200.8</d>
  <d>213.6</d>
  <d>226.4</d>
  <d>239.2</d>
  <d>252</d>
  <d>264.8</d>
  <d>277.6</d>
  <d>290.4</d>
  <d>303.2</d>
  <d>316</d>
  <d>328.8</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  </serie>
<transformedSerie>
  <d>-28.54510344827582</d>
  <d>-52.73702463054184</d>
  <d>-20.92894581280785</d>
  <d>-25.12086699507387</d>
  <d>-20.51278817733989</d>
  <d>-15.90470935960589</d>
  <d>-11.29663054187189</d>
  <d>-6.688551724137909</d>
  <d>-2.080472906403926</d>
  <d>2.527605911330056</d>
  <d>7.135684729064025</d>
  <d>11.74376354679805</d>
  <d>16.35184236453202</d>
  <d>20.95992118226602</d>
  <d>25.56800000000001</d>
  <d>30.17607881773398</d>
  <d>34.78415763546798</d>
  <d>39.39223645320195</d>
  <d>44.00031527093594</d>
  <d>48.60839408866994</d>
  <d>53.21647290640394</d>
  <d>57.82455172413788</d>
  <d>62.43263054187187</d>
  <d>67.0407093596059</d>
  <d>71.6487881773399</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  <d>NaN</d>
  </transformedSerie>
<inversion>
  <type>TS</type>
  <lag>PrecidingValue</lag>
  <previousLag>-1</previousLag>
  <seasonality>None</seasonality>
  <dependence>Linear</dependence>
  <K>3</K>
  </inversion>
  <entryKey>1</entryKey>
  </it>
  </its>
  </factors>
  </Item>
  </its>
<dates>
  <it>1990A1</it>
  <it>1991A1</it>
  <it>1992A1</it>
  <it>1993A1</it>
  <it>1994A1</it>
  <it>1995A1</it>
  <it>1996A1</it>
  <it>1997A1</it>
  <it>1998A1</it>
  <it>1999A1</it>
  <it>2000A1</it>
  <it>2001A1</it>
  <it>2002A1</it>
  <it>2003A1</it>
  <it>2004A1</it>
  <it>2005A1</it>
  <it>2006A1</it>
  <it>2007A1</it>
  <it>2008A1</it>
  <it>2009A1</it>
  <it>2010A1</it>
  <it>2011A1</it>
  <it>2012A1</it>
  <it>2013A1</it>
  <it>2014A1</it>
  <it>2015A1</it>
  <it>2016A1</it>
  <it>2017A1</it>
  <it>2018A1</it>
  <it>2019A1</it>
  <it>2020A1</it>
  </dates>
  </evaluateSeries>
<inversionInfo>
  <type>None</type>
  <lag>PrecidingValue</lag>
  <previousLag>-1</previousLag>
  <seasonality>None</seasonality>
  <dependence>Linear</dependence>
  <K>3</K>
  </inversionInfo>
  <doUseR>0</doUseR>
  <supportsR>1</supportsR>
  </method>
  <calendarLevel>Year</calendarLevel>
  <outputSliceKey>0</outputSliceKey>
  </it>
  </its>
  </formulas>
  <displayId>0</displayId>
<series>
  <its />
  </series>
  <kind>Simple</kind>
<displaySettings>
  <displayTermsAs>Derive</displayTermsAs>
  </displaySettings>
  <additionalAttributes />
  <calculationType>Serie</calculationType>
  <calculationDirection>Forward</calculationDirection>
  </transform>
  <stochastic>1</stochastic>
  <calculationPeriod>Forecast</calculationPeriod>
  <useModelPeriod>1</useModelPeriod>
  <useExistingData>0</useExistingData>
  <treatNullsAsZeros>0</treatNullsAsZeros>
  <autoName>1</autoName>
<period>
  <identificationStartDate>1990-01-01</identificationStartDate>
  <identificationEndDate>2018-04-24</identificationEndDate>
  <forecastStartDate>2018-04-25</forecastStartDate>
  <forecastEndDate>2020-01-01</forecastEndDate>
  <identificationStartDateParamID />
  <identificationEndDateParamID />
  <forecastStartDateParamID />
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  <identificationEndOffset>0</identificationEndOffset>
  <forecastEndOffset>0</forecastEndOffset>
  <isIdentStartCorrect>1</isIdentStartCorrect>
  <isIdentEndCorrect>1</isIdentEndCorrect>
  <isForecastEndCorrect>1</isForecastEndCorrect>
  </period>
  <isExclusive>1</isExclusive>
  <useAutoPeriod>1</useAutoPeriod>
  <generatedName>MyOutputVavable|A[t] = A0 + PDL(TS(MyInputVavable[t+1] * 8, Linear), 1, 1) + [AR(1)=A1]</generatedName>
  <warnings />
  <readOnly>0</readOnly>
  </model>
  </Item>
  </its>
  </calculationChain>
<visualController>
  <userRPath />
  <isRExist>0</isRExist>
  </visualController>
<suppressEmptyFilter>
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  <suppressEmptyArea>SerieBounds</suppressEmptyArea>
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  <readOnly>0</readOnly>
  <variableTestUseR>0</variableTestUseR>
  <calculateIdentOnFact>0</calculateIdentOnFact>
  </metamodel>
  <useScenarios>0</useScenarios>
  <readOnly>0</readOnly>
  </problemMd>
  </item>
  </meta>
  </GetMsResult>
  </soapenv:Body>
  </soapenv:Envelope>

JSON-запрос:

{
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  {
   "tMs" : 
    {
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    {
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      {
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       "item" : 
        {
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          {
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                   "equationsFormula" : 
                    {
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                   "calculationDirection" : "true",
                   "transformVariable" : 
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       "execPDLStatCoefficients" : "true",
       "execStatCoefficients" : "true"
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    }
  }
}

JSON-ответ:

{
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                                      {
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                    },
                   "isExclusive" : "1",
                   "useAutoPeriod" : "1",
                   "generatedName" : "MyOutputVavable|A[t] = A0 + PDL(TS(MyInputVavable[t+1] * 8, Linear), 1, 1) + [AR(1)=A1]",
                   "warnings" : "",
                   "readOnly" : "0"
                  }
                }
              }
            },
           "visualController" : 
            {
             "userRPath" : "",
             "isRExist" : "0"
            },
           "suppressEmptyFilter" : 
            {
             "suppressEmpty" : "0",
             "suppressEmptyArea" : "SerieBounds"
            },
           "readOnly" : "0",
           "variableTestUseR" : "0",
           "calculateIdentOnFact" : "0"
          },
         "useScenarios" : "0",
         "readOnly" : "0"
        }
      }
    }
  }
}
public static MsCalculationChainEntry GetMsLinearRegr(MsId ms, ulong modelKey, ulong eqKey)
        {
    var getMsOp = new GetMs();
    // Задаём параметры выполнения операции
    getMsOp.tMs = ms;
    getMsOp.tArg = new GetMsArg()
    {  // Задаём шаблон извлечения данных
        pattern = new MsMdPattern()
        {
            obInst = false,
            all = false,
            item = new MsItemPattern()
            {  // Указываем ключ рассчитываемой модели
                key = modelKey,
                problem = new MsProblemPattern()
                {
                    metamodel = new MsMetaModelPattern()
                    {
                        calculationChain = ListOperation.Get,
                        calcChainPattern = new MsCalculationChainPattern()
                        {
                            // Указываем ключ рассчитываемого уравнения
                            entryKeys = new long[] { (long)eqKey },
                            modelPattern = new MsModelPattern()
                            {
                                autoName = true,
                                calculationPeriod = true,
                                generatedName = true,
                                isExclusive = true,
                                period = true,
                                stochastic = true,
                                treatNullsAsZeros = true,
                                useAutoPeriod = true,
                                useExistingData = true,
                                useModelPeriod = true,
                                transform = new MsFormulaTransformPattern()
                                {
                                    additionalAttributes = true,
                                    calculationDirection = true,
                                    calculationType = true,
                                    displayId = true,
                                    displaySettings = true,
                                    formulaCount = true,
                                    outputs = ListOperation.Get,
                                    series = ListOperation.Get,
                                    kind = true,
                                    formulas = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern()
                                        {
                                            series = true
                                        }
                                    },
                                    equationsFormula = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern() { }
                                    },
                                    transformVariable = new MsFormulaTransformVariablePattern()
                                    {
                                        slices = ListOperation.Get,
                                        transformSlice = new MsFormulaTransformSlicePattern()
                                        {
                                            selection = ListOperation.Get
                                        }
                                    }
                                }
                            }
                        }
                    }
                }
            }
        }, // Задаём параметры расчёта уравнения
        execParams = new MsMdExecParams()
        {
            k = 0,
            execMethod = true,
            execEvaluateSeries = true,
            scenarioKeys = new long[] { },
            execPDLStatCoefficients = true,
            pdlIndex = 1,
            execPairCorrelationMatrix = true,
            execStatCoefficients = true,
            execCoefficients = true,
            execARMACoefficients = true,
            modelKeys = new long[] { (long)eqKey }
        }
    };
    // Создаем прокси-объект для выполнения операции
    var somClient = new SomPortTypeClient();
    GetMsResult getMsResult = somClient.GetMs(getMsOp);
    MsMetaModel meta = getMsResult.meta.item.problemMd.metamodel;
    MsCalculationChainEntry chainEntry = meta.calculationChain.its.GetValue(0) as MsCalculationChainEntry;
    // Выводим ошибки и предупреждения
    MsModel eq = chainEntry.model;
    if (eq.warnings != null)
    {
        Console.WriteLine("-- Предупреждения --");
        Console.WriteLine("".PadRight(3) + printArray(eq.warnings));
    }
    if (eq.error == null) //Проверяем, возникли ли ошибки при расчёте уравнения
    {   // Уравнение рассчитано без ошибок, получаем результаты расчёта   
        TsFormula formula = eq.transform.formulas.its.GetValue(0) as TsFormula;
        TsLinearRegressionMethod linR = formula.method.linearRegression;
        Console.WriteLine("-- Значения коэффициентов уравнения --");
        Console.WriteLine("".PadRight(3) + printArray(linR.coefficients));
        // Получаем значения коэффициентов уравнения и выводим в окно консоли
        PrintCoef(linR.statCoefficients);
        // Получаем значения коэффициентов авторегрессии, скользящего среднего и выводим в окно консоли
        printARMA(linR.armaCoefficients);
        Console.WriteLine("-- Матрица корреляции --");
        MsPairCorrelationMatrix pm = linR.pairCorrelationMatrix;
        if (pm.error != null) { Console.WriteLine("".PadRight(3) + "ошибка: " + pm.error); }
        Console.WriteLine("".PadRight(3) + printArray(pm.data));
        Console.WriteLine("-- Коэффициенты лаговых переменных --");
        MsPDLCoefficients pdl = linR.pdlStatCoefficients;
        printPDL(pdl);
        // Выводим ряды, которые были рассчитаны
        Console.WriteLine("-- Доступные ряды данных --");
        printSeries(formula.method.series);
        // Получаем рассчитанные значения и выводим в окно консоли
        MsEvaluateSeriesResult seriesRes = formula.method.evaluateSeries;
        printSeries(seriesRes);
    }
    else // При расчёте уравнения возникли ошибки
    {
        Console.WriteLine("-- Ошибки --");
        Console.WriteLine(eq.error);
    }
    // Возвращаем модель, содержащую уравнение
    return chainEntry;
}
// Процедура вывода значений коэффициентов для лаговых переменных
public static void printPDL(MsPDLCoefficients pdl) 
{
    Console.WriteLine("".PadRight(3) + " - cумма коэффициентов: " + pdl.estimatesSum);
    Console.WriteLine("".PadRight(3) + " - cумма стандартных ошибок: " + pdl.stdErrSum);
    Console.WriteLine("".PadRight(3) + " - cумма t-статистик: " + pdl.tStatSum);
    Console.WriteLine("".PadRight(3) + " - Коэффициенты -"); 
    PrintStatCoef(6, pdl as StatCoefficients);
}
// Процедура вывода идентификаторов рассчитанных рядов
public static void printSeries(MsMethodSeries series) 
{
    if (series.input != null)
        {Console.WriteLine("".PadRight(3) + " - входной ряд");};
    if (series.fitted != null)
        { Console.WriteLine("".PadRight(3) + " - сглаженный ряд"); };
    if (series.forecast != null)
        { Console.WriteLine("".PadRight(3) + " - прогнозный ряд"); };
    if (series.residuals != null)
        { Console.WriteLine("".PadRight(3) + " - ряд остатков"); };
    if (series.lowerConfidenceLevel != null)
        { Console.WriteLine("".PadRight(3) + " - нижняя доверительная граница"); };
    if (series.upperConfidenceLevel != null)
        { Console.WriteLine("".PadRight(3) + " - верхняя доверительная граница"); };
    if (series.dynamicLowerConfidenceLevel != null)
        { Console.WriteLine("".PadRight(3) + " - нижняя динамическая доверительная граница"); };
    if (series.dynamicUpperConfidenceLevel != null)
        { Console.WriteLine("".PadRight(3) + " - верхняя динамическая доверительная граница"); };
    if (series.addFactor != null)
        { Console.WriteLine("".PadRight(3) + " - фактор корректировки прогноза"); };
}

См. также:

Работа с контейнером моделирования | Метод «Линейная регрессия»