HPICALC Model

Inputs

HPI_FCST_TYPE - HPIMODELS
        HPI Forecast Type

MaxLag - INTEGER
        Maximum months rate lookback data required

FirstForecastYear - INTEGER
        Year (ex. 2001) of first forecast month : REQUIRED

FirstForecastMonth - INTEGER
        Month(1-12) of first forecast month : REQUIRED

ForecastMonths - INTEGER
        Only Forecast Next N Months

HPIRvsnVal - DOUBLE
        Long Term Annual House Price Growth Ratio, in percent (for 6.5% enter 6.5)

HPIHistory - TIMESERIES
        Housing Price Index History vector (Percent)

HPIForecast - TIMESERIES
        Housing Price Index Forecast vector

HPI_DATA_TYPE - HPITYPES
        House Price Index Data Type

AsOfYear - INTEGER
        Old Name for FirstForecastYear (ex. 2001)

AsOfMonth - INTEGER
        Old Name for FirstForecastMonth(1-12)

Age - INTEGER
        AGE of Collateral (Payment # minus 1 of 1st Forecast) : REQUIRED

Results

HPIFCSTwLAG - TIMESERIES
        House Price Index Forecast with required lagged values

Model - MODELS
        Model Name of Model

VERSION - STRING
        AD&Co System/Model Version Number <System No>.<API No>.<Model No><compile letter>

Other Lists


HPI Models - HPI Model Types

Element Name Element Description Type
REVERSION Annual Home Price growth rate to revert to, in percent (eg 6.5 for 6.5% annual growth) NULLELEM
INDEX Use user supplied Index to extend history NULLELEM
ADCO Use Andrew Davidson Statistical Model NULLELEM

HPI Types - HPI Data Types

Element Name Element Description Type
NATIONAL_CONFORM Use national conforming loan data/model NULLELEM
NATIONAL_NONCONF Use national non-conforming loan data/model NULLELEM
NATIONAL_CONFORM_OFHEO Use national conforming loan data/model NULLELEM
US Use national conforming loan data/model NULLELEM
AK Use AK conforming loan data/model NULLELEM
AL Use AL conforming loan data/model NULLELEM
AR Use AR conforming loan data/model NULLELEM
AZ Use AZ conforming loan data/model NULLELEM
CA Use CA conforming loan data/model NULLELEM
CO Use CO conforming loan data/model NULLELEM
CT Use CT conforming loan data/model NULLELEM
DC Use DC conforming loan data/model NULLELEM
DE Use DE conforming loan data/model NULLELEM
FL Use FL conforming loan data/model NULLELEM
GA Use GA conforming loan data/model NULLELEM
HI Use HI conforming loan data/model NULLELEM
IA Use IA conforming loan data/model NULLELEM
ID Use ID conforming loan data/model NULLELEM
IL Use IL conforming loan data/model NULLELEM
IN Use IN conforming loan data/model NULLELEM
KS Use KS conforming loan data/model NULLELEM
KY Use KY conforming loan data/model NULLELEM
LA Use LA conforming loan data/model NULLELEM
MA Use MA conforming loan data/model NULLELEM
MD Use MD conforming loan data/model NULLELEM
ME Use ME conforming loan data/model NULLELEM
MI Use MI conforming loan data/model NULLELEM
MN Use MN conforming loan data/model NULLELEM
MO Use MO conforming loan data/model NULLELEM
MS Use MS conforming loan data/model NULLELEM
MT Use MT conforming loan data/model NULLELEM
NC Use NC conforming loan data/model NULLELEM
ND Use ND conforming loan data/model NULLELEM
NE Use NE conforming loan data/model NULLELEM
NH Use NH conforming loan data/model NULLELEM
NJ Use NJ conforming loan data/model NULLELEM
NM Use NM conforming loan data/model NULLELEM
NV Use NV conforming loan data/model NULLELEM
NY Use NY conforming loan data/model NULLELEM
OH Use OH conforming loan data/model NULLELEM
OK Use OK conforming loan data/model NULLELEM
OR Use OR conforming loan data/model NULLELEM
PA Use PA conforming loan data/model NULLELEM
RI Use RI conforming loan data/model NULLELEM
SC Use SC conforming loan data/model NULLELEM
SD Use SD conforming loan data/model NULLELEM
TN Use TN conforming loan data/model NULLELEM
TX Use TX conforming loan data/model NULLELEM
UT Use UT conforming loan data/model NULLELEM
VA Use VA conforming loan data/model NULLELEM
VT Use VT conforming loan data/model NULLELEM
WA Use WA conforming loan data/model NULLELEM
WI Use WI conforming loan data/model NULLELEM
WV Use WV conforming loan data/model NULLELEM
WY Use WY conforming loan data/model NULLELEM
PR Use national conforming loan data/model NULLELEM
GU Use national conforming loan data/model NULLELEM
VI Use national conforming loan data/model NULLELEM