IMsArimaTransform.DiagnosticTests

Fore Syntax

DiagnosticTests(

[Calculation: IMsMethodCalculation = Null;]

[Coord: IMsFormulaTransformCoord = Null]): IMsDiagnosticTestList;

Fore.NET Syntax

DiagnosticTests[

Calculation: Prognoz.Platform.Interop.Ms.IMsMethodCalculation;

Coord: Prognoz.Platform.Interop.Ms.IMsFormulaTransformCoord]: Prognoz.Platform.Interop.Ms.IMsDiagnosticTestList;

Parameters

Calculation. Settings that are necessary for calculation.

Coord. The slice, by which calculation is executed.

Description

The DiagnosticTests property returns a set of diagnostic tests of the model.

Comments

The test set cannot be changed, that is, it is not possible to remove the existing one or add a new custom test.

Fore Example

Executing the example requires that the repository contains a modeling container with the MS identifier containing an ARIMA model with the MODEL identifier.

Add links to the Metabase, Ms, Stat system assemblies.

Sub UserProc;
Var
    mb: IMetabase;
    MsKey: Integer;
    Model: IMsModel;
    Transform: IMsFormulaTransform;
    Formula: IMsFormula;
    Arima: IMsArimaTransform;
    TestList: IMsDiagnosticTestList;
    Test: IMsDiagnosticTest;
    DSettings: IMsRamseyRessetTestSettings;
    VarTrans: IMsFormulaTransformVariable;
    Coord: IMsFormulaTransformCoord;
    Calc: IMsMethodCalculation;
    DResults: IMsDiagnosticTestResults;
    Stat: ISpecificationTestStatistic;
Begin
    MB := MetabaseClass.Active;
    // Get modelling container key
    MsKey := MB.GetObjectKeyById("MS");
    // Get model
    Model := MB.ItemByIdNamespace("MODEL", MsKey).Bind As IMsModel;
    // Get model calculation parameters
    Transform := Model.Transform;
    Formula := Transform.FormulaItem(0);
    Arima := Formula.Method As IMsArimaTransform;
    // Get set of model diagnostic tests
    TestList := Arima.DiagnosticTests;
    // Find the Functional Form Criterion test
    Test := TestList.FindByType(MsDiagnosticTestType.RamseyResset);
    // Get test parameters
    DSettings := Test.Settings As IMsRamseyRessetTestSettings;
    // Set the number of additional regressors included into test regression.
    DSettings.Power := 3;
    // Set testing periods
    VarTrans := Transform.Outputs.Item(0);
    Coord := Transform.CreateCoord(VarTrans);
    Calc := Model.CreateCalculation As IMsMethodCalculation;
    Calc.Period.IdentificationStartDate := DateTime.ComposeDay(1990, 01, 01);
    Calc.Period.IdentificationEndDate := DateTime.ComposeDay(2007, 12, 31);
    Calc.Period.ForecastStartDate := DateTime.ComposeDay(2008, 01, 01);
    Calc.Period.ForecastEndDate := DateTime.ComposeDay(2010, 12, 31);
    // Execute testing
    DResults := Test.Execute(Calc As IMsMethodCalculation, Coord);
    // Output test results
    Stat := DResults.ChiTest;
    Debug.WriteLine("-- Chi-square statistic --");
    Debug.Write("     Value: ");
    Debug.WriteLine(Stat.Statistic);
    Debug.Write("     Probability: ");
    Debug.WriteLine(Stat.Probability);
    Stat := DResults.FTest;
    Debug.WriteLine("-- Fisher statistic --");
    Debug.Write("     Value: ");
    Debug.WriteLine(Stat.Statistic);
    Debug.Write("     Probability: ");
    Debug.WriteLine(Stat.Probability);
End Sub UserProc;

After executing the example the Functional Form Criterion test is executed for the MODEL model, testing results are displayed in the console window.

Fore.NET Example

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

Imports Prognoz.Platform.Interop.Ms;
Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    mb: IMetabase;
    MsKey: uinteger;
    Model: IMsModel;
    Transform: IMsFormulaTransform;
    Formula: IMsFormula;
    Arima: IMsArimaTransform;
    TestList: IMsDiagnosticTestList;
    Test: IMsDiagnosticTest;
    DSettings: IMsRamseyRessetTestSettings;
    VarTrans: IMsFormulaTransformVariable;
    Coord: IMsFormulaTransformCoord;
    Calc: IMsMethodCalculation;
    DResults: IMsDiagnosticTestResults;
    Stat: ISpecificationTestStatistic;
Begin
    MB := Params.Metabase;
    // Get modelling container key
    MsKey := MB.GetObjectKeyById("MS");
    // Get the model
    Model := MB.ItemByIdNamespace["MODEL", MsKey].Bind() As IMsModel;
    // Get model calculation parameters
    Transform := Model.Transform;
    Formula := Transform.FormulaItem[0];
    Arima := Formula.Method As IMsArimaTransform;
    // Get set of model diagnostic tests
    TestList := Arima.DiagnosticTests[Null, Null];
    // Find the Functional Form Criterion test
    Test := TestList.FindByType[MsDiagnosticTestType.mdttRamseyResset];
    // Get test parameters
    DSettings := Test.Settings As IMsRamseyRessetTestSettings;
    // Set the number of additional regressors included into test regression.
    DSettings.Power := 3;
    // Set testing periods
    VarTrans := Transform.Outputs.Item[0];
    Coord := Transform.CreateCoord(VarTrans);
    Calc := Model.CreateCalculation() As IMsMethodCalculation;
    Calc.Period.IdentificationStartDate := DateTime.Parse("1990.01.01");
    Calc.Period.IdentificationEndDate := DateTime.Parse("2007.12.31");
    Calc.Period.ForecastStartDate := DateTime.Parse("2008.01.01");
    Calc.Period.ForecastEndDate := DateTime.Parse("2010.12.31");
    // Test
    DResults := Test.Execute(Calc As IMsMethodCalculation, Coord);
    // Output test results
    Stat := DResults.ChiTest;
    System.Diagnostics.Debug.WriteLine("-- Chi-square statistics --quot;);
    System.Diagnostics.Debug.Write("     Value: ");
    System.Diagnostics.Debug.WriteLine(Stat.Statistic);
    System.Diagnostics.Debug.Write("     Probability: ");
    System.Diagnostics.Debug.WriteLine(Stat.Probability);
    Stat := DResults.FTest;
    System.Diagnostics.Debug.WriteLine("-- Fisher statistics --");
    System.Diagnostics.Debug.Write("     Value: ");
    System.Diagnostics.Debug.WriteLine(Stat.Statistic);
    System.Diagnostics.Debug.Write("     Probability: ");
    System.Diagnostics.Debug.WriteLine(Stat.Probability);
End Sub;