Seasonal ajustments using X12-ARIMA functions. More...

Data Structures
struct	X12ARIMA_OPTIONS

Enumerations
enum	X11_MODE_TYPE { X11_MODE_MULT = 0 , X11_MODE_ADD = 1 , X11_MODE_PSEUDOADD = 2 , X11_MODE_LOGADD = 3 }

enum	X11_SEASONALMA_TYPE { X11_SEASONALMA_3x1 = 0 , X11_SEASONALMA_3x3 = 1 , X11_SEASONALMA_3x5 = 2 , X11_SEASONALMA_3x9 = 3 , X11_SEASONALMA_3x15 = 4 , X11_SEASONALMA_STABLE = 5 , X11_SEASONALMA_DEFAULT = 6 , X11_SEASONALMA_MSR =7 }

Functions
int __stdcall	NDK_X12_ENV_INIT (BOOL override)

int __stdcall	NDK_X12_ENV_CLEANUP (void)

int __stdcall	NDK_X12_SCEN_INIT (LPCTSTR szScenarioName, LPVOID X12Options, size_t *ulModelHash)

int __stdcall	NDK_X12_SCEN_READ (LPCTSTR szScenarioName, LPVOID X12Options, size_t *ulModelHash)

int __stdcall	NDK_X12_SCEN_CLEAUP (LPCTSTR szScenarioName)

int __stdcall	NDK_X12_DATA_FILE (LPCTSTR szScenarioName, double X, size_t nLen, BOOL monthly, LONG startDate, WORD reserved, size_t ulDataHash)

int __stdcall	NDK_X12_READ_DATA_FILE (LPCTSTR szScenarioName, double pData, size_t nLen, WORD fileType, size_t ulDataHash)

int __stdcall	NDK_X12_SPC_FILE (LPCTSTR szScenarioName, LPVOID X12Options, size_t *ulModelHash)

int __stdcall	NDK_X12_RUN_BATCH (LPCTSTR szScenarioName, LPCTSTR szBatchFile, LPWORD status)

int __stdcall	NDK_X12_RUN_SCENARIO (LPCTSTR szScenarioName, LPWORD status)

int __stdcall	NDK_X12_RUN_STAT (LPCTSTR szScenarioName, LPWORD status, LPTSTR szMsg, size_t *nLen)

int __stdcall	NDK_X12_OUT_FILE (LPCTSTR szScenarioName, WORD retType, LPTSTR szOutFile, size_t *nLen, BOOL OpenFileFlag)

int __stdcall	NDK_X12_OUT_SERIES (LPCTSTR szScenarioName, WORD nComponent, double pData, size_t nLen)

int __stdcall	NDK_X12_FORE_SERIES (LPCTSTR szScenarioName, size_t nStep, WORD retType, double *pData)

Detailed Description

The X-12-ARIMA software comes with extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models).

Enumeration Type Documentation

◆ X11_MODE_TYPE

enum X11_MODE_TYPE

X11 Modes

See also

NDK_RESAMPLE

Enumerator
X11_MODE_MULT	multiplicative
X11_MODE_ADD	additive
X11_MODE_PSEUDOADD	pseudo-additive
X11_MODE_LOGADD	log-additive

◆ X11_SEASONALMA_TYPE

enum X11_SEASONALMA_TYPE

X13 seasonal MA types

See also

NDK_RESAMPLE

Enumerator
X11_SEASONALMA_3x1	3x1 CMA
X11_SEASONALMA_3x3	3x3 CMA
X11_SEASONALMA_3x5	3x5 CMA
X11_SEASONALMA_3x9	3x9 CMA
X11_SEASONALMA_3x15	3x15 CMA
X11_SEASONALMA_STABLE	Stable CMA.
X11_SEASONALMA_DEFAULT	3x3 MA and 3x5
X11_SEASONALMA_MSR	X-11-ARIMA88.

Function Documentation

◆ NDK_X12_DATA_FILE()

int __stdcall NDK_X12_DATA_FILE	(	LPCTSTR	szScenarioName,
		double *	X,
		size_t	nLen,
		BOOL	monthly,
		LONG	startDate,
		WORD	reserved,
		size_t *	ulDataHash )

Write the given data into an X12a formatted data file

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the scenario name or the model unique identifier
[in]	X	is the univariate time series data (a one dimensional array).
[in]	nLen	is the number of observations in X
[in]	monthly	is a boolean flag for whether the data is monthly/quartelry sampled.
[in]	startDate	is the serial date number of the 1st observation in the series
[in]	reserved	is a reserved argument for future releases. must be set to 1
	ulDataHash	[inout] (optional) is CRC hash of the data file (tab delimated).

◆ NDK_X12_ENV_CLEANUP()

int __stdcall NDK_X12_ENV_CLEANUP ( void )

Finalize the X12A environment and release any resources allocated

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

◆ NDK_X12_ENV_INIT()

int __stdcall NDK_X12_ENV_INIT ( BOOL override )

Initialize the filesystem environment on the local machine for the current user

Note: 1. This function creates a subfolder under the current user local profile for X12ARIMA models, and copy all the scripts needed to run the x12a program.

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in] override is a boolean flag to wipe our existing files and copy new ones.

◆ NDK_X12_FORE_SERIES()

int __stdcall NDK_X12_FORE_SERIES	(	LPCTSTR	szScenarioName,
		size_t	nStep,
		WORD	retType,
		double *	pData )

Read the output forecaste series generated by x12a program

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES()

Parameters

[in]	szScenarioName	is the given X12-ARIMA scenario/model identifier
[in]	nStep	is the forecast horizon
[in]	retType	is the switch to designate desired output Mean Lower limit value of the conficent interval Upper limit value of the confidence interval
[out]	pData	is the forecast output value

◆ NDK_X12_OUT_FILE()

int __stdcall NDK_X12_OUT_FILE	(	LPCTSTR	szScenarioName,
		WORD	retType,
		LPTSTR	szOutFile,
		size_t *	nLen,
		BOOL	OpenFileFlag )

Return the full path of the output file generated by x12a program

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the scenaio.model name
[in]	retType	is a switch to designate the desired specific output file. The X12 specification file (*.spc) The X12 log file The output file The error file
[out]	szOutFile	is a buffer to hold the return full path
	nLen	[inout] is the length of the szOutFile. Upon return, this argument stores the actual number of bytes used.
[in]	OpenFileFlag	is a switch to instruct the functiona whether it should open the file using system default editor (e.g. notepad)

◆ NDK_X12_OUT_SERIES()

int __stdcall NDK_X12_OUT_SERIES	(	LPCTSTR	szScenarioName,
		WORD	nComponent,
		double *	pData,
		size_t *	nLen )

Read the output time series (e.g. seasonal adjusted data) generated by x12a program

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the given scenario/model
[in]	nComponent	is the desired output of the X12a output Final seasonal factors (d11) final trend-cycle (d12) final irregular component (d13) final seasonal factors (d10) combined holiday and trading day factors (d18) combined seasonal and trading day factors (d16)
[out]	pData	is the output buffer to hold the data series
	nLen	[inout] is the original size of the output buffer. Upon return, nLen will have the actual number of data copied.

◆ NDK_X12_READ_DATA_FILE()

int __stdcall NDK_X12_READ_DATA_FILE	(	LPCTSTR	szScenarioName,
		double *	pData,
		size_t	nLen,
		WORD	fileType,
		size_t *	ulDataHash )

Read the scenario data file into the given data into an X12a formatted data file

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the scenario name or the model unique identifier
[out]	pData	is the univariate time series data (a one dimensional array).
[in]	nLen	is the number of observations in pData
[in]	fileType	is a reserved argument for future releases. must be set to 1
[out]	ulDataHash	(optional) is CRC hash of the data file (tab delimated).

◆ NDK_X12_RUN_BATCH()

int __stdcall NDK_X12_RUN_BATCH	(	LPCTSTR	szScenarioName,
		LPCTSTR	szBatchFile,
		LPWORD	status )

Run a batch file in x12a environment

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the scenario name or the model unique identifier
[in]	szBatchFile	is the batch file name to run
[out]	status	is the status after running the batch file

◆ NDK_X12_RUN_SCENARIO()

int __stdcall NDK_X12_RUN_SCENARIO	(	LPCTSTR	szScenarioName,
		LPWORD	status )

Run a x12a program for the given model or scenrio

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the scenario name or the model unique identifier
[out]	status	is the status after running the batch file

◆ NDK_X12_RUN_STAT()

int __stdcall NDK_X12_RUN_STAT	(	LPCTSTR	szScenarioName,
		LPWORD	status,
		LPTSTR	szMsg,
		size_t *	nLen )

Read the status file generated by x12a program

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the scenario name or the model unique identifier
[out]	status	is the status after running the batch file
[out]	szMsg	is the output buffer to copy the status message
	nLen	[in, out] is the sizxe of buffer `szMsg`

◆ NDK_X12_SCEN_CLEAUP()

int __stdcall NDK_X12_SCEN_CLEAUP ( LPCTSTR szScenarioName )

Finalize the given scenario/model and free allocated resources

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in] szScenarioName is the scenario name or the model unique identifier

◆ NDK_X12_SCEN_INIT()

int __stdcall NDK_X12_SCEN_INIT	(	LPCTSTR	szScenarioName,
		LPVOID	X12Options,
		size_t *	ulModelHash )

Initialize the required files for the given scenario/model

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

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.
	ulModelHash	[inout] (optional) CRC hash for the options.ini file

◆ NDK_X12_SCEN_READ()

int __stdcall NDK_X12_SCEN_READ	(	LPCTSTR	szScenarioName,
		LPVOID	X12Options,
		size_t *	ulModelHash )

Read the model configuration file

Returns: status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	operation is unsuccessful (e.g., scenario not found)

See also: NDK_X12_SCEN_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_SPC_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

Parameters

[in]	szScenarioName	is the scenario name, must be unique
[out]	X12Options	is an instance of X12ARIMA_OPTIONS structure with all X12 model options.
[out]	ulModelHash	(optional) is CRC hash of the model option file (ini file).

◆ NDK_X12_SPC_FILE()

int __stdcall NDK_X12_SPC_FILE	(	LPCTSTR	szScenarioName,
		LPVOID	X12Options,
		size_t *	ulModelHash )

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 is unsuccessful ( )

See also: NDK_X12_ENV_INIT(), NDK_X12_ENV_CLEANUP(), NDK_X12_SCEN_INIT(), NDK_X12_SCEN_CLEAUP(), NDK_X12_DATA_FILE(), NDK_X12_RUN_BATCH(), NDK_X12_RUN_SCENARIO(), NDK_X12_RUN_STAT(), NDK_X12_OUT_FILE(), NDK_X12_OUT_SERIES(), NDK_X12_FORE_SERIES()

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.
	ulModelHash	[inout] (optional) CRC hash for the options.ini file

Data Structures

Enumerations

Functions

Detailed Description

Enumeration Type Documentation

◆ X11_MODE_TYPE

◆ X11_SEASONALMA_TYPE

Function Documentation

◆ NDK_X12_DATA_FILE()

◆ NDK_X12_ENV_CLEANUP()

◆ NDK_X12_ENV_INIT()

◆ NDK_X12_FORE_SERIES()

◆ NDK_X12_OUT_FILE()

◆ NDK_X12_OUT_SERIES()

◆ NDK_X12_READ_DATA_FILE()

◆ NDK_X12_RUN_BATCH()

◆ NDK_X12_RUN_SCENARIO()

◆ NDK_X12_RUN_STAT()

◆ NDK_X12_SCEN_CLEAUP()

◆ NDK_X12_SCEN_INIT()

◆ NDK_X12_SCEN_READ()

◆ NDK_X12_SPC_FILE()