IDependenceForm.ForecastSeasonality

Syntax

ForecastSeasonality: IForecast;

Description

The ForecastSeasonality property determines parameters of forecasting series dependence form adjusted for 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;

Dep: IDependenceForm;

ForecastS: 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;

status := trend.Execute;

If status <> 0 Then

Debug.WriteLine(trend.Errors);

Else

Forms := trend.DependenceForms;

Dep := Forms.Item(1);

d0 := Dep.CriterionValue;

Debug.WriteLine("Dependence form " + Dep.DisplayName);

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

ForecastS := Dep.ForecastSeasonality;

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

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

d0 := ForecastS.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 with seasonality===

20: 9344.6499999999978

21: 9752.1763157894729

22: 10257.854921394395

23: 10698.885816814762

24: 11139.819002050579

25: 11610.554477101843

26: 12179.442241968556

27: 12683.682296650715

28: 13187.824641148321

29: 13721.769275461376

Module execution finished