IEmWhiteHeteroskedasticityTestSettings.Explained

Fore syntax

Explained: IEmSerie;

Fore.NET syntax

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

Description

The Explained property determines an explained series.

Comments

If the explanatory series is not specified, correct calculation of the White Heteroscedasticity Test method is not possible.

Fore example

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

Sub WhiteHeteroskedasticity;
Var
    ExprMod: IExpressModeller;
    Ar: Array[14] Of Double;
    Serie: IEmSerie;
    SList: IEmSeriesList;
    Sett: IEmWhiteHeteroskedasticityTestSettings;
    Period: IEmPeriodSettings;
Begin
    ExprMod := New ExpressModeller.Create;
    Sett := ExprMod.CreateWhiteHeteroskedasticityTestSettings;
    // 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);
    // Specifying, that cross-products are not used
    Sett.CrossProduct := False;
    // Removing constant from the calculations
    Sett.HasConstant := False;
    // Setting calculation period
    Period := Sett.Period;
    Period.BeginPeriod := 1;
    Period.EndPeriod := 13;
    // Performing calculation
    ExprMod.EvaluateMethod("C:\WhiteHeteroskedasticity.html", Sett, True);
End Sub WhiteHeteroskedasticity;

Example execution result: the White Heteroscedasticity Test method is calculated with set parameters, calculation report is saved to the file C:\WhiteHeteroskedasticity.html.

Fore.NET example

Imports Prognoz.Platform.Interop.Modeller;
…
Public Shared Sub WhiteHeteroskedasticity();
Var
    ExprMod: IExpressModeller;
    Ar: Array[14] Of Double;
    Serie: IEmSerie;
    SList: IEmSeriesList;
    Sett: IEmWhiteHeteroskedasticityTestSettings;
    Period: IEmPeriodSettings;
Begin
    ExprMod := New ExpressModeller.Create();
    Sett := ExprMod.CreateWhiteHeteroskedasticityTestSettings();
    // 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);
    // Specifying, that cross-products are not used
    Sett.CrossProduct := False;
    // Removing constant from the calculations
    Sett.HasConstant := False;
    // Setting calculation period
    Period := Sett.Period;
    Period.BeginPeriod := 1;
    Period.EndPeriod := 13;
    // Performing calculation
    ExprMod.EvaluateMethod("C:\WhiteHeteroskedasticity.html", Sett, True);
End Sub WhiteHeteroskedasticity;

Example execution result: the White Heteroscedasticity Test method is calculated with set parameters, calculation report is saved to the file C:\WhiteHeteroskedasticity.html.