IArimaSpecification.Cycle

Syntax

Cycle: Integer;

Description

The Cycle property determines seasonality period. For example, 4 quarters or 12 months.

Comments

Default property value is 0.

Example

Sub Main;

Var

ARIMA: SmArima;

serie: Array Of Double;

Specification: IArimaSpecification;

res, i: Integer;

d0: Double;

Begin

ARIMA := New SmArima.Create;

serie := New Double[26];

serie[0] := 0;

serie[1] := 0;

serie[2] := 0.878471616;

serie[3] := 0.85401205;

serie[4] := 3.785177462;

serie[5] := 1.28083579;

serie[6] := 5.345764494;

serie[7] := 4.237308214;

serie[8] := 4.864879297;

serie[9] := 7.765499027;

serie[10] := 3.548892753;

serie[11] := 5.142962432;

serie[12] := 2.512417383;

serie[13] := 3.382746302;

serie[14] := 4.457015799;

serie[15] := 5.560026451;

serie[16] := 5.402062371;

serie[17] := 6.384467741;

serie[18] := 4.464268156;

serie[19] := 5.803763577;

serie[20] := 3.60729744;

serie[21] := 3.741717667;

serie[22] := 2.958338923;

serie[23] := 2.261327116;

serie[24] := 3.549542062;

serie[25] := 1.829321841;

ARIMA.Serie.Value := serie;

ARIMA.Forecast.LastPoint := 40;

Specification := ARIMA.ArimaSpecification;

Specification.AutoRegressionOrder := 0;

Specification.MovingAverageOrder := 1;

Specification.Cycle := 4;

Specification.SeasonalAutoRegressionOrder := 1;

Specification.SeasonalMovingAverageOrder := 1;

ARIMA.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;

ARIMA.MaxIteration := 150;

res := ARIMA.Execute;

Debug.WriteLine(res); // display execution status

Debug.WriteLine("=== Modeling series === "); // display data series in the console window

For i := 0 To ARIMA.Fitted.Length - 1 Do

d0 := ARIMA.Fitted[i];

Debug.WriteLine(i.ToString + ", " + d0.ToString);

End For;

End Sub Main;

After executing the example the following result is displayed in the console window:

Module execution started

0

=== Modeling series ===

0, 1.#QNAN

1, 1.#QNAN

2, 1.#QNAN

3, 1.#QNAN

4, 5.9484639363573155

5, 3.0790426231248382

6, 7.8285534594862307

7, 4.2466745153907128

8, 8.3025489580776544

9, 6.2218711120161201

10, 5.0227710957719989

11, 4.3279288845355719

12, 0.94751642913029199

13, 4.1657435496398953

14, 4.1562081944259166

15, 7.0076496846285838

16, 5.5696361654711879

17, 5.9008622933262176

18, 3.3785194186121905

19, 5.2059201293409805

20, 1.5114410515019778

21, 3.500017874448889

22, 0.64456711306434

23, 2.9481949257942133

24, 2.4126957860077867

25, 2.4758635056544551

Module execution finished

See also:

IArimaSpecification