Time Series Model Package
EXMSPEC Methods
EXMSPEC.Close Method
rc=obj.Close ();
Finalizes the EXM model in the EXMSPEC object. This prepares the EXM model for use in a TSM object or to be imported to a TSMSPEC object for printing or storage to a model repository catalog.
Arguments
There are no arguments associated with this method.
EXMSPEC.GetLabel Method
rc=obj.GetLabel ();
Retrieves the label of the specified EXM model and stores it in the return variable, rc.
Arguments
There are no arguments associated with this method.
EXMSPEC.Open Method
rc=obj.Open ();
Initializes an EXMSPEC object for configuration.
Arguments
There are no arguments associated with this method.
EXMSPEC.SetOption Method
rc=obj.SetOption ('Name', Value <,'Name',Value,…>);
Specifies the options for the EXMSPEC object.
Input Arguments
You must specify at least one of the following 'Names' and its associated Value:
- 'ERROR'
takes a string Value that specifies the variable name for ERROR series.
- 'LOWER'
takes a string Value that specifies the variable name for LOWER series.
- 'METHOD'
-
takes a string Value that specifies the method to approximate prediction STDERR series. You can specify one of the following values:
- ACF
Autocorrelation is used.
- ERRORACF
Prediction error autocorrelation is used.
- NONE
No prediction error autocorrelation is used.
- PERFECT
Perfect autocorrelation is assumed.
- WN
Prediction error autocorrelation is white noise.
The default is PERFECT.
- 'NLAGPCT'
takes a numeric Value between 0 and 100 that specifies the percentage of error series count for ACF computations. The default is 25 (25%).
- 'NPARMS'
takes a nonnegative integer Value that specifies the number of parameters for the external forecast. The default is 0.
- 'PREDICT'
takes a string Value that specifies the variable name for PREDICT series.
- 'SIGMA'
takes a numeric Value that specifies the prediction standard error for the external model. If left unspecified, then the prediction mean square error is computed from the prediction errors by using the 'NPARMS' argument. The default is missing value.
- 'STDERR'
takes a string Value that specifies the variable name for STDERR series.
- 'UPPER'
takes a string Value that specifies the variable name for UPPER series.
EXMSPEC.SetTransform Method
rc=obj.SetTransform ('Type' <,Option,Parm>);
Specifies the functional transform to be used by the EXM model.
Input Arguments
You must specify the following input argument:
- 'Type'
-
takes one of the following string values:
- BOXCOX
requests Box-Cox transformation. You can specify the control parameter for the transformation by using the optional Parm argument, whose value must be between –5 and 5. The default value of Parm is 1.
- LOG
requests logarithmic transformation.
- LOGIT | LOGISTIC
requests logistic transformation.
- NONE
does not apply a transformation.
- SQRT
requests square-root transformation.
The default is NONE.
You can also specify the following input arguments:
- 'Option'
-
takes one of the following string values that specifies prediction semantics for the inverse transform:
- MEAN
requests that the inverse transform produce mean forecasts.
- MEDIAN
requests that the inverse transform produce median forecasts.
The default is MEAN.
- Parm
takes a numeric value between –5 and 5 that specifies a control parameter. This parameter is allowed only for Box-Cox transformations. The default is 1.