int __stdcall NDK_X12_SCEN_INIT | ( | LPCSTR | szScenarioName, |
LPVOID | X12Options | ||
) |
Initialize the required files for the given scenario/model.
- 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 (optional) is an instance of X12ARIMA_OPTIONS structure with all X12 model options. The structure has the following members: > 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
-
- The underlying model is described here.
- Requirements
-
Header SFSDK.H Library SFSDK.LIB DLL SFSDK.DLL
- Examples
-