IArimaSpecification.SeasonalDifferenceOrder

Syntax

SeasonalDifferenceOrder: Integer;

Description

The SeasonalDifferenceOrder property determines order of seasonal difference.

Comments

Default property value is 0.

Remember that seasonality period is to be specified when you specify seasonal difference (IArimaSpecification.Cycle) .

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.Cycle := 4;

Specification.SeasonalAutoRegressionOrder := 1;

Specification.SeasonalMovingAverageOrder := 1;

Specification.SeasonalDifferenceOrder := 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 console window displays the following result:

Module execution started

0

=== Modeling series ===

0, 1.#QNAN

1, 1.#QNAN

2, 1.#QNAN

3, 1.#QNAN

4, 1.#QNAN

5, 1.#QNAN

6, 1.#QNAN

7, 1.#QNAN

8, 6.2224783385658977

9, 4.1444031569045929

10, 3.3614667055950931

11, 3.581049940765118

12, -0.61506083949376

13, 5.0966062089911546

14, 4.2008849515625402

15, 7.5953882129729928

16, 5.0169266702579991

17, 5.7889789625708872

18, 3.1615021001580708

19, 5.5104041574993969

20, 2.3494614095171649

21, 4.6523278922573619

22, 2.1888214633048002

23, 3.7783687982065208

24, 4.0128103799903698

25, 3.0720654546399855

Module execution finished

See also:

IArimaSpecification