IDependenceForm.Forecast

Syntax

Description

The Forecast property determines parameters of forecasting series dependence form without seasonality. The last forecast point and significance of confidence bounds are set in the ISmCurveEstimation.ForecastLastPoint and ISmCurveEstimation.ForecastConfidenceLevel properties respectively.

Example

Sub Main;

Var

trend: SmCurveEstimation;

d0: Double;

status, i: Integer;

ar: Array Of Double;

Forms: IDependenceForms;

Forecast: IForecast;

Begin

trend := New SmCurveEstimation.Create;

ar := New Double[25];

ar[00] := 4110;

ar[01] := 4280;

ar[02] := 4459;

ar[03] := 4545;

ar[04] := 4664;

ar[05] := 4861;

ar[06] := 5195;

ar[07] := 5389;

ar[08] := 5463;

ar[09] := 5610;

ar[10] := 5948;

ar[11] := 6218;

ar[12] := 6521;

ar[13] := 6788;

ar[14] := 7222;

ar[15] := 7486;

ar[16] := 7832;

ar[17] := 8153;

ar[18] := 8468;

ar[19] := 9054;

ar[20] := 9499;

ar[21] := 9866;

ar[22] := 10217;

ar[23] := 10763;

ar[24] := 10683;

trend.Explained.Value := ar;

trend.Explanatory.IsTrend := True;

trend.ModelPeriod.LastPoint := 20;

trend.ForecastLastPoint := 30;

trend.SeasonalComponent.Mode := SeasonalityType.additive;

trend.SeasonalComponent.Cycle := 4;

Forms := trend.DependenceForms;

status := trend.Execute;

If status <> 0 Then

Debug.WriteLine(trend.Errors);

Else

d0 := Forms.Item(1).CriterionValue;

Debug.WriteLine("Dependence form " + Forms.Item(1).DisplayName);

Debug.WriteLine("Criterion value "+ ": " + d0.ToString);

Forecast := Forms.Item(1).Forecast;

Debug.WriteLine("=== Forecast series ===");

For i := trend.ModelPeriod.LastPoint To Forecast.Value.Length - 1 Do

d0 := Forecast.Value[i];

Debug.WriteLine(i.ToString + ", " + d0.ToString);

End For;

End If;

End Sub Main;

After executing the example the console window displays the following results:

Module execution started

Dependence form: Quadratic

Criterion value: 0.99853888260620427

=== Forecast series ===

20, 9359.9562499999975

21, 9785.0450657894726

22, 10225.936171394394

23, 10682.629566814761

24, 11155.125252050579

25, 11643.423227101843

26, 12147.523491968555

27, 12667.426046650715

28, 13203.130891148321

29, 13754.638025461376

Module execution finished