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Справочная
система на версию 10.1
от 27/06/2023,
© ООО «ФОРСАЙТ»,
SummaryStatistics: ISummaryStatistics;
Свойство SummaryStatistics возвращает статистические характеристики.
Sub Main;
Var
test: SmWhiteHeteroskedasticityTest;
d0: Double;
res: Integer;
y, x, y1, y2, v: Array Of Double;
Sub Print(Data: Array Of Double);
Var
i: Integer;
CI: ICultureInfo;
Begin
CI := CultureInfo.Current;
Debug.WriteLine("---Begin---");
For i := 0 To Data.Length - 1 Do
If Double.IsNan(Data[i]) Then
Debug.WriteLine("---empty---");
Else
Debug.WriteLine(i.ToString + ", " + CI.FormatDoublePrec(Data[i], 4));
End If;
End For;
Debug.WriteLine("---End---");
End Sub Print;
Begin
test := New SmWhiteHeteroskedasticityTest.Create;
y := New Double[43];
x := New Double[43];
y1 := New Double[43];
y2 := New Double[43];
// значения y, x, y1, y2
y[00] := 6209; x[00] := 4110; y1[00] := 3415; y2[00] := 2822;
y[01] := 6385; x[01] := 4280; y1[01] := 3673; y2[01] := 3023;
y[02] := 6752; x[02] := 4459; y1[02] := 4013; y2[02] := 3131;
y[03] := 6837; x[03] := 4545; y1[03] := 4278; y2[03] := 3351;
y[04] := 6495; x[04] := 4664; y1[04] := 4577; y2[04] := 3463;
y[05] := 6907; x[05] := 4861; y1[05] := 5135; y2[05] := 3686;
y[06] := 7349; x[06] := 5195; y1[06] := 5388; y2[06] := 3815;
y[07] := 7213; x[07] := 5389; y1[07] := 5610; y2[07] := 3960;
y[08] := 7061; x[08] := 5463; y1[08] := 5787; y2[08] := 4119;
y[09] := 7180; x[09] := 5610; y1[09] := 6181; y2[09] := 4351;
y[10] := 7132; x[10] := 5948; y1[10] := 6633; y2[10] := 4641;
y[11] := 7137; x[11] := 6218; y1[11] := 6910; y2[11] := 5008;
y[12] := 7473; x[12] := 6521; y1[12] := 7146; y2[12] := 5305;
y[13] := 7722; x[13] := 6788; y1[13] := 7248; y2[13] := 5611;
y[14] := 8088; x[14] := 7222; y1[14] := 7689; y2[14] := 5693;
y[15] := 8516; x[15] := 7486; y1[15] := 8046; y2[15] := 5804;
y[16] := 8941; x[16] := 7832; y1[16] := 8143; y2[16] := 6121;
y[17] := 9064; x[17] := 8153; y1[17] := 8064; y2[17] := 6546;
y[18] := 9380; x[18] := 8468; y1[18] := 8556; y2[18] := 6918;
y[19] := 9746; x[19] := 9054; y1[19] := 9177; y2[19] := 7349;
y[20] := 9907; x[20] := 9499; y1[20] := 9705; y2[20] := 7769;
y[21] := 10333; x[21] := 9866; y1[21] := 9923; y2[21] := 7809;
y[22] := 10863; x[22] := 10217; y1[22] := 10268; y2[22] := 7951;
y[23] := 11693; x[23] := 10763; y1[23] := 10681; y2[23] := 8395;
y[24] := 12242; x[24] := 10683; y1[24] := 10448; y2[24] := 8653;
y[25] := 12227; x[25] := 10494; y1[25] := 10366; y2[25] := 8304;
y[26] := 12910; x[26] := 10938; y1[26] := 10958; y2[26] := 8809;
y[27] := 13049; x[27] := 11198; y1[27] := 11292; y2[27] := 9028;
y[28] := 13384; x[28] := 11546; y1[28] := 11726; y2[28] := 9314;
y[29] := 14036; x[29] := 11865; y1[29] := 12172; y2[29] := 9820;
y[30] := 14242; x[30] := 11781; y1[30] := 12058; y2[30] := 10246;
y[31] := 14704; x[31] := 11681; y1[31] := 11804; y2[31] := 10153;
y[32] := 13802; x[32] := 11903; y1[32] := 11682; y2[32] := 10197;
y[33] := 14197; x[33] := 11900; y1[33] := 12001; y2[33] := 10294;
y[34] := 15010; x[34] := 11986; y1[34] := 12300; y2[34] := 10555;
y[35] := 15589; x[35] := 12206; y1[35] := 12535; y2[35] := 10808;
y[36] := 15932; x[36] := 12734; y1[36] := 13173; y2[36] := 11318;
y[37] := 16631; x[37] := 12990; y1[37] := 13482; y2[37] := 11683;
y[38] := 17394; x[38] := 13516; y1[38] := 13945; y2[38] := 12153;
y[39] := 17758; x[39] := 13866; y1[39] := 14278; y2[39] := 12464;
y[40] := 17308; x[40] := 14141; y1[40] := 14840; y2[40] := 12782;
y[41] := 16444; x[41] := 14141; y1[41] := 15263; y2[41] := 13066;
y[42] := 16413; x[42] := 14237; y1[42] := 15357; y2[42] := 13113;
test.Explained.Value := y;
test.Explanatories.Add.Value := x;
test.Explanatories.Add.Value := y1;
test.Explanatories.Add.Value := y2;
test.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
test.ModelPeriod.FirstPoint := 1;
test.ModelPeriod.LastPoint := 43;
test.MissingData.Method := MissingDataMethod.SampleAverage;
test.CrossProduction := True;
res := test.Execute;
If res <> 0 Then
Debug.WriteLine(test.Errors);
Else
Debug.WriteLine("=== Тест хи-квадрат ===");
d0 := test.ChiTest.Statistic;
Debug.WriteLine("значение: " + d0.ToString);
d0 := test.ChiTest.Probability;
Debug.WriteLine("вероятность: " + d0.ToString);
Debug.WriteLine("== Статистические характеристики ==");
d0 := test.SummaryStatistics.AIC;
Debug.WriteLine("Критерий Акаике: " + d0.ToString);
d0 := test.SummaryStatistics.DW;
Debug.WriteLine("Статистика Дарбина-Уотсона: " + d0.ToString);
Debug.WriteLine("== Коэффициенты модели ==");
v := test.ModelCoefficients.Coefficients.Estimate;
Print(v);
End If;
End Sub Main;
После выполнения примера в окно консоли будут выведены результаты расчетов теста:
Module execution started
=== Тест хи-квадрат ===
значение: 28.202805679616048
вероятность: 0.00088220200250368531
== Статистические характеристики ==
Критерий Акаике: 14.143965156877611
Статистика Дарбина-Уотсона: 1.1196470641041896
== Коэффициенты модели ==
---Begin---
0, -1.9736
1, -0.0020
2, 0.0038
3, 0.0006
4, -0.7349
5, -0.0008
6, -0.0025
7, 1.2153
8, 0.0011
---End---
Module execution finished
См. также:
ISmWhiteHeteroskedasticityTest