IMsVariableTest.Type

Fore Syntax

Type: MsVariableTestType;

Fore.NET Syntax

Type: Prognoz.Platform.Interop.Ms.MsVariableTestType;

Description

The Type property returns descriptive statistics type.

Comments

To set up statistics calculation parameters, use the IMsVariableTest.Settings property.

Fore Example

The example is the function which calculates the descriptive statistics and returns calculation results. Input parameter of the function: Test is the object used to calculate descriptive statistics.

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

Function VariableTest(Test: IMsVariableTest): IMsVariableTestResults;
Var
    DF: IMsDFTestSettings;
    Johansen: IMsJohansenTestSettings;
    Granger: IMsGrangerTestSettings;
    PairCorr: IMsPairCorrelationTestSettings;
Begin
    Select Case Test.Type
        Case MsVariableTestType.DF:
            DF := Test.Settings As IMsDFTestSettings;
            DF.AutoRegressionOrder := 2;
            Debug.WriteLine("Augmented Dickey-Fuller test");
        Case MsVariableTestType.Granger:
            Granger := Test.Settings As IMsGrangerTestSettings;
            Granger.ConfidenceLevel := 0.1;
            Debug.WriteLine("Granger test");
        Case MsVariableTestType.Johansen:
            Johansen := Test.Settings As IMsJohansenTestSettings;
            Johansen.AutoRegressionOrder := "2";
            Debug.WriteLine("Johansen test");
        Case MsVariableTestType.PairCorrelation:
            PairCorr := Test.Settings As IMsPairCorrelationTestSettings;
            PairCorr.BalancedSample := False;
            Debug.WriteLine("Paired correlation coefficients");
    End Select;
    Return Test.Execute;
End Function VariableTest;

Example execution result: parameters of descriptive statistics are changed, it is calculated, and the name of the calculated statistics is displayed in the console window. Calculation results are returned to the user.

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;
…
Public Shared Function VariableTest(Test: IMsVariableTest): IMsVariableTestResults;
Var
    DF: IMsDFTestSettings;
    Johansen: IMsJohansenTestSettings;
    Granger: IMsGrangerTestSettings;
    PairCorr: IMsPairCorrelationTestSettings;
Begin
    Select Case Test.Type
        Case MsVariableTestType.mvttDF:
            DF := Test.Settings As IMsDFTestSettings;
            DF.AutoRegressionOrder := 2;
            System.Diagnostics.Debug.WriteLine("Augmented Dickey-Fuller test");
        Case MsVariableTestType.mvttGranger:
            Granger := Test.Settings As IMsGrangerTestSettings;
            Granger.ConfidenceLevel := 0.1;
            System.Diagnostics.Debug.WriteLine("Granger test");
        Case MsVariableTestType.mvttJohansen:
            Johansen := Test.Settings As IMsJohansenTestSettings;
            Johansen.AutoRegressionOrder := "2";
            System.Diagnostics.Debug.WriteLine("Johansen test");
        Case MsVariableTestType.mvttPairCorrelation:
            PairCorr := Test.Settings As IMsPairCorrelationTestSettings;
            PairCorr.BalancedSample := False;
            System.Diagnostics.Debug.WriteLine("Paired correlation coefficients");
    End Select;
    Return Test.Execute();
End Function VariableTest;