Ticket #1193: ModelDef.tol

Set Include( "serie.oza" );

Date MMC_DefIni =  y2005m01d01;
Date MMC_DefEnd =  y2013m01d01;

NameBlock nb = [[
    Serie _.serie =  CliTotEst.SPFRes.Base.Sem.Disct.Log.53;
    Text  _.arima = "P1_52DIF0_0AR0_0MA1.2_52"; 
    Date  _.iniEst = y2008m01d28;
     Date _.endEst = y2011m04d25;
    Set   _.linearInput = SetOfAnything(
      @InputDef(0.1,Serie ((1-B)*(1-B^52)):(SubSer(Pulse(y2008m01d07, Semanal),MMC_DefIni,MMC_DefEnd)))
    );
    Set   _.transformation  = SetOfReal(1,0) 
  ]];


  //serie a modelar
  Serie ser = If(
    ObjectExist("Serie","nb::_.serie"),
    nb::_.serie,
    {
      WriteLn(
        "AVISO: función MMC_Est.ExecEstFromModelEst, no se ha" + NL +
        "       defindo en objeto _.serie en el NameBlock nb " + NL +
        "       serie creada vacia.                          "
      );
      Serie SubSer(CalInd(W,C),MMC_DefIni, MMC_DefEnd)
    }
  );

  //arima
  Text arima = If(
    ObjectExist("Text","nb::_.arima"),
    nb::_.arima,
    {
      WriteLn(
        "AVISO: función MMC_Est.ExecEstFromModelEst, no se ha" + NL +
        "       defindo en objeto _.arima en el NameBlock nb " + NL +
        "       etiqueta creada como P0DIF0AR0MA0.           "

      );
      "P0DIF0AR0MA0"
    }
  );

  //conjunto de inputs
  Set linearInput = If(
    ObjectExist("Set","nb::_.linearInput"),
    nb::_.linearInput, 
    Copy(Empty)
  );

  Set nonLinearInput = If(
    ObjectExist("Set","nb::_.nonLinearInput"),
    nb::_.nonLinearInput, 
    Copy(Empty)
  );


  Set boxCox = If(
    ObjectExist("Set","nb::_.transformation"),
    nb::_.transformation, 
    SetOfReal(0,0)
  );
 
  //constante
  Real constant = If(ObjectExist("Real","nb::_.constant"),nb::_.constant, 0);

  //inicio de estimación
  Date iniEst = If(
    ObjectExist("Date","nb::_.iniEst"),
    nb::_.iniEst,
    MMC_DefIni
  );

  //fin de estimación
  Date endEst = If(
    ObjectExist("Date","nb::_.endEst"),
    nb::_.endEst,
    Succ(Now, Diario, -1)
  );

  //extraemos el ARIMA
  Set arimaSet = Traspose(GetArimaFromLabel(arima));
  //periodo
  Real period   = SetMin(arimaSet[1]);
  //diferencia
  Polyn dif = BinGroup("*",arimaSet[4]);
  //autoregresivo
  Set ar = arimaSet[2];
  //media movil
  Set ma = arimaSet[3];
   
  //se define el modelo
  Set model = ModelDef(
    ser,      boxCox[1], boxCox[2], period,      constant,
    dif,      ar,        ma,        linearInput, nonLinearInput
  );

  //se genera la estimación
  Set estimation = Estimate(model, iniEst, endEst)