IArimaSpecificationInitialValues.MovingAverage

Syntax

MovingAverage: Array;

Description

The MovingAverage property determines initial values for moving average coefficients.

Comments

The number of coefficients depends on value of the MovingAverageOrder property.

Default initial values of the coefficients are equal to 0.

Example

Sub Main;

Var

ARIMA: SmArima;

d0: Double;

res, i: Integer;

can, InitialValuesAR: Array Of Double;

InitValues: IArimaSpecificationInitialValues;

Begin

ARIMA := New SmArima.Create;

can := New Double[25];

can[00] := 6209;

can[01] := 6385;

can[02] := 6752;

can[03] := 6837;

can[04] := 6495;

can[05] := 6907;

can[06] := 7349;

can[07] := 7213;

can[08] := 7061;

can[09] := 7180;

can[10] := 7132;

can[11] := 7137;

can[12] := 7473;

can[13] := 7722;

can[14] := 8088;

can[15] := 8516;

can[16] := 8941;

can[17] := 9064;

can[18] := 9380;

can[19] := 9746;

can[20] := 9907;

can[21] := 10333;

can[22] := 10863;

can[23] := 11693;

can[24] := 12242;

ARIMA.Serie.Value := can;

ARIMA.ArimaSpecification.AutoRegressionOrder := 1;

ARIMA.ArimaSpecification.MovingAverageOrder := 2;

ARIMA.ArimaSpecification.DifferenceOrder := 1;

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

ARIMA.Forecast.ConfidenceLevel := 0.95;

ARIMA.Forecast.LastPoint := 50;

ARIMA.MaxIteration := 1000;

InitialValuesAR := New Double[2];

InitialValuesAR[0] := 0.1;

InitialValuesAR[1] := 0.1;

InitValues := ARIMA.InitialValueS;

InitValues.MovingAverage := InitialValuesAR;

res := ARIMA.Execute;

Debug.WriteLine(res.ToString);

Debug.WriteLine("==== Forecast ====");

For i := ARIMA.ModelPeriod.LastPoint To ARIMA.Forecast.Value.GetUpperBound(1) Do

d0 := ARIMA.Forecast.Value[i];

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

End For;

End Sub Main;

After executing the example the console window displays forecasting values:

Module execution started

==== Forecast ====

25, 12425.810419205925

26, 12695.724449493046

27, 12940.041585091012

28, 13191.892544856892

29, 13441.526106485915

30, 13691.812305392867

31, 13941.906416370519

32, 14192.057063764079

33, 14442.191071036965

34, 14692.32997592516

35, 14942.46743931926

36, 15192.60532698213

37, 15442.743089771793

38, 15692.880889314853

39, 15943.018678040442

40, 16193.15646994989

41, 16443.294260922248

42, 16693.432052170414

43, 16943.569843337402

44, 17193.707634528284

45, 17443.845425712134

46, 17693.983216898054

47, 17944.121008083363

48, 18194.258799268853

49, 18444.396590454289

Module execution finished