NDK_X12_SPC_FILE

int __stdcall NDK_X12_SPC_FILE ( LPCSTR  szScenarioName,
LPVOID  X12Options 
)

Create or updates the x12a specification file using the options selected.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in] szScenarioName is the scenario name, must be unique
[in] X12Options is an instance of X12ARIMA_OPTIONS structure with all X12 model options:
Type Name Description
long lStartDate is the serial date number for the start date of the time series.
BOOL monthly is a flag to indicate whether data is monthly/quarterly.
size_t nObs is the number of observations in the input time series.
int transform Transform section (1=Log, 2=Auto and 3=None)
BOOL AOOutlier additive outlier adjustment
BOOL TCOutlier temporary
BOOL LSOutlier level shift outlier adjustment
int LSRun level shift run
BOOL tradingDayRegression  Calendar adjustment: trading days.
BOOL EasterRegression Calendar adjustment: easter holidays.
BOOL ConstantIntercept  Add a linear trend?
BOOL AutoSelect RegARIMA Modeling: Automodeling?
int P RegARIMA Modeling: Manual, set the order of AR process.
int Q RegARIMA Modeling: Manual, set the order of MA process.
int D RegARIMA Modeling: Manual, differencing.
int PP RegARIMA Modeling: Manual, the order of seasonal AR process.
int QQ RegARIMA Modeling: Manual, the order of seasonal MA process.
int DD RegARIMA Modeling: Manual, Seasonal differencing.
int nForecastYears  [in] is the number of years to forecast for.
double fAlpha [in] is the statistical significance level. If missing, a default of 5% is assumed.
BOOL bSeasonalAdjustFilter   is a switch to include seasonal adjustment in the analysis.
int nX11Mode 1=mult, 2=add, 3=pseudoadd, 4=logadd
int nX11Options 1= x11default, 2=s3x1, 3=s3x3, 4=s3x5, 5=s3x9, 6=s3x15, 7=stable
int henderson henderson filter setting, default=13
Remarks
  1. The underlying model is described here.
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Examples