ISummaryStatistics.HQcriterion

Fore Syntax

HQcriterion: Double;

Fore.NET Syntax

HQcriterion: double;

Description

The HQcriterion property returns HQ criterion.

Comments

To get Akaike information criterion, use the ISummaryStatistics.AIC property.

Fore Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    LinearR: SmLinearRegress;
    can, fr: Array[9] Of Double;
    res, i: Integer;
    Con: IIntercept;
    ss: ISummaryStatistics;
Begin
    LinearR := New SmLinearRegress.Create;
    For i := 0 To 8 Do
        can[i] := 1230 + i * 302;
        fr[i] := 579.5 + i * 9.4;
    End For;
    // Set model parameters
    LinearR.Explained.Value := can;
    LinearR.Explanatories.Add.Value := fr;
    Con := LinearR.ModelCoefficients.Intercept;
    con.Mode := InterceptMode.ManualEstimate;
    con.Estimate := 35.7;
    // Calculate
    res := LinearR.Execute;
    ss := LinearR.SummaryStatistics;
    Debug.Write("HQ criterion: ");
    Debug.WriteLine(ss.HQcriterion);
    Debug.Write("Number of observations, actually used to build the model: ");
    Debug.WriteLine(ss.IncludedObservations);
    Debug.Write("J-statistics: ");
    Debug.WriteLine(ss.Jstat);
    Debug.Write("J-statistics probability: ");
    Debug.WriteLine(ss.ProbJstat);
End Sub UserProc;

After executing the example the console window displays summary statistics:

HQ criterion.
The number of observations actually used to build the model.
J-statistics value.
Probability value for J-statistics.

Fore.NET Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    LinearR: SmLinearRegress;
    can, fr: Array[9] Of Double;
    res, i: Integer;
    Con: IIntercept;
    ss: ISummaryStatistics;
Begin
    LinearR := New SmLinearRegress.Create();
    For i := 0 To 8 Do
        can[i] := 1230 + i * 302;
        fr[i] := 579.5 + i * 9.4;
    End For;
    // Set model parameters
    LinearR.Explained.Value := can;
    LinearR.Explanatories.Add().Value := fr;
    Con := LinearR.ModelCoefficients.Intercept;
    con.Mode := InterceptMode.imManualEstimate;
    con.Estimate := 35.7;
    // Run calculation
    res := LinearR.Execute();
    ss := LinearR.SummaryStatistics;
    System.Diagnostics.Debug.Write("HQ criterion: ");
    System.Diagnostics.Debug.WriteLine(ss.HQcriterion);
    System.Diagnostics.Debug.Write("Number of observations, actually used to build the model: ");
    System.Diagnostics.Debug.WriteLine(ss.IncludedObservations);
    System.Diagnostics.Debug.Write("J-statistics: ");
    System.Diagnostics.Debug.WriteLine(ss.Jstat);
    System.Diagnostics.Debug.Write("J-statistics probability: ");
    System.Diagnostics.Debug.WriteLine(ss.ProbJstat);
End Sub;