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.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.
- 'NLAGPCT'
takes a numeric Value that specifies the percentage of error series count for ACF computations.
- 'NPARMS'
takes a numeric Value that specifies the number of parameters for external forecast.
- 'PREDICT'
takes a string Value that specifies the variable name for PREDICT series.
- 'SIGMA'
takes a string Value that specifies the prediction error standard deviation.
- '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:
- AUTO
automatically chooses between NONE and LOG based on model selection criteria.
- BOXCOX(value)
requests Box-Cox transformation with a parameter value between –5 and 5. The default is BOXCOX(1).
- LOG
requests logarithmic transformation.
- LOGIT
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 transforms.