IEmSerialCorellationLMTestSettings.Explained

Fore syntax

Explained: IEmSerie;

Fore.NET syntax

Explained: Prognoz.Platform.Interop.Modeller.IEmSerie;

Description

The Explained property determines an explained series

Comments

If an explained series is not specified, correct calculation of the Godfrey Criterion of Residual Autocorrelation method is impossible.

Fore example

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

Sub SerialCorellationLM;
Var
    ExprMod: IExpressModeller;
    Ar: Array[14] Of Double;
    Serie: IEmSerie;
    Sett: IEmSerialCorellationLMTestSettings;
    SList: IEmSeriesList;
    Period: IEmPeriodSettings;
Begin
    ExprMod := New ExpressModeller.Create;
    Sett := ExprMod.CreateSerialCorellationLMTestSettings;
    // Setting explained series
    Ar[0] := 5.8; Ar[1] := 5.0; Ar[2] := 2.6; Ar[4] := 7.2;
    Ar[5] := 2.8; Ar[6] := 6.2; Ar[7] := 9.5; Ar[8] := 7.4;
    Ar[10] := 9.4; Ar[11] := 10; Ar[12] := 5.4; Ar[13] := 8.1;
    Ar[3] := Double.Nan; Ar[9] := Double.Nan;
    Serie := ExprMod.Series.Add(Ar, "X1", "Data series 1");
    Sett.Explained := Serie;
    // Setting explanatory series
    Ar[0] := 56; Ar[1] := 45; Ar[2] := 23; Ar[3] := 45;
    Ar[4] := 65; Ar[5] := 23; Ar[6] := 54; Ar[7] := 87;
    Ar[8] := 67; Ar[9] := 98; Ar[10] := 89; Ar[13] := 79;
    Ar[11] := Double.Nan; Ar[12] := Double.Nan;
    Serie := ExprMod.Series.Add(Ar, "X2", "Data series 2");
    SList := Sett.Explanatories;
    SList.Add(Serie);
    // Setting autoregression order
    Sett.LMOrder := 2;
    // Removing constant from the calculations
    Sett.HasConstant := False;
    // Setting calculation periods
    Period := Sett.Period;
    Period.BeginPeriod := 0;
    Period.EndPeriod := 13;
    // Performing calculation
    ExprMod.EvaluateMethod("C:\SerialCorellationLM.html", Sett, True);
End Sub SerialCorellationLM;

Example execution result: the Godfrey Criterion of Residual Autocorrelation method is calculated with set parameters, calculation report is saved to the file C:\SerialCorellationLM.html.

Fore.NET example

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

Imports Prognoz.Platform.Interop.Modeller;
…
Public Shared Sub SerialCorellationLM();
Var
    ExprMod: IExpressModeller;
    Ar: Array[14] Of Double;
    Serie: IEmSerie;
    Sett: IEmSerialCorellationLMTestSettings;
    SList: IEmSeriesList;
    Period: IEmPeriodSettings;
Begin
    ExprMod := New ExpressModeller.Create();
    Sett := ExprMod.CreateSerialCorellationLMTestSettings();
    // Setting explained series
    Ar[0] := 5.8; Ar[1] := 5.0; Ar[2] := 2.6; Ar[4] := 7.2;
    Ar[5] := 2.8; Ar[6] := 6.2; Ar[7] := 9.5; Ar[8] := 7.4;
    Ar[10] := 9.4; Ar[11] := 10; Ar[12] := 5.4; Ar[13] := 8.1;
    Ar[3] := Double.Nan; Ar[9] := Double.Nan;
    Serie := ExprMod.Series.Add(Ar, "X1", "Data series 1");
    Sett.Explained := Serie;
    // Setting explanatory series
    Ar[0] := 56; Ar[1] := 45; Ar[2] := 23; Ar[3] := 45;
    Ar[4] := 65; Ar[5] := 23; Ar[6] := 54; Ar[7] := 87;
    Ar[8] := 67; Ar[9] := 98; Ar[10] := 89; Ar[13] := 79;
    Ar[11] := Double.Nan; Ar[12] := Double.Nan;
    Serie := ExprMod.Series.Add(Ar, "X2", "Data series 2");
    SList := Sett.Explanatories;
    SList.Add(Serie);
    // Setting autoregression order
    Sett.LMOrder := 2;
    // Removing constant from the calculations
    Sett.HasConstant := False;
    // Setting calculation periods
    Period := Sett.Period;
    Period.BeginPeriod := 0;
    Period.EndPeriod := 13;
    // Performing calculation
    ExprMod.EvaluateMethod("C:\SerialCorellationLM.html", Sett, True);
End Sub SerialCorellationLM;