IModelCoefficients.Coefficients

Fore Syntax

Coefficients: ICoefficients;

Fore.NET Syntax

Coefficients: Prognoz.Platform.Interop.Stat.ICoefficients;

Description

The Coefficients property determines coefficients' parameters.

Comments

To determine parameters of the model constant, use the IModelCoefficients.Intercept property.

Fore Example

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

Sub UserProc;
Var
    LR: ISmLinearRegress;
    Intercept: IIntercept;
    ModelCoefficients: IModelCoefficients;
    Coefficients: ICoefficients;
    can, fra: Array[10] Of Double;
    res, i: Integer;
Begin
    LR := New SmLinearRegress.Create;
    // Set values for variables
    Can[0] := 6209; fra[0] := 4110;
    Can[1] := 6385; fra[1] := 4280;
    Can[2] := 6495; fra[2] := 4459;
    Can[3] := 6837; fra[3] := 4545;
    Can[4] := 6495; fra[4] := 4664;
    Can[5] := 6907; fra[5] := 4861;
    Can[6] := 7349; fra[6] := 5195;
    Can[7] := 7213; fra[7] := 5389;
    Can[8] := 7061; fra[8] := 5463;
    Can[9] := 7180; fra[9] := 5610;
    // Set explained variable
    LR.Explained.Value := can;
    // Set explanatory variables
    LR.Explanatories.Clear;
    LR.Explanatories.Add.Value := fra;
    // Missing data treatment
    LR.MissingData.Method := MissingDataMethod.LinInterpolation;
    // Parameters of coefficients
    ModelCoefficients := LR.ModelCoefficients;
    Coefficients := ModelCoefficients.Coefficients;
    // Parameters of model constant
    Intercept := ModelCoefficients.Intercept;
    Intercept.Mode := InterceptMode.AutoEstimate;
    res := LR.Execute;
    Debug.WriteLine(LR.Errors);
    Debug.WriteLine("-----Model coefficients:");
    For i := 0 To Coefficients.Estimate.Length - 1 Do
        Debug.WriteLine(Coefficients.Estimate[i]);
    End For;
    Debug.WriteLine("-----Probability of coefficients:");
    For i := 0 To Coefficients.Probability.Length - 1 Do
        Debug.WriteLine(Coefficients.Probability[i]);
    End For;
    Debug.WriteLine("-----Standard coefficient errors:");
    For i := 0 To Coefficients.StandardError.Length - 1 Do
        Debug.WriteLine(Coefficients.StandardError[i]);
    End For;
    Debug.WriteLine("-----t-statistics of coefficients:");
    For i := 0 To Coefficients.TStatistic.Length - 1 Do
        Debug.WriteLine(Coefficients.TStatistic[i]);
    End For;
    Debug.WriteLine("-----Model constant:");
    Debug.WriteLine(Intercept.Estimate);
End Sub UserProc;

As a result of the example execution, the following settings are defined:

Method of missing data treatment.
Parameters of coefficients.
Parameters of model coefficients.

The console window displays values of coefficients and constants.

Fore.NET Example

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

Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    arima: ISmLinearRegress;
    Intercept: IIntercept;
    ModelCoefficients: IModelCoefficients;
    Coefficients: ICoefficients;
    Explanatories: ISlSerie;
    Coef: System.Array;
    can, fra: Array[10] Of Double;
    res, i: Integer;
Begin
    arima := New SmLinearRegress.Create();
    // Set values fornbsp;variables
    Can[0] := 6209; fra[0] := 4110;
    Can[1] := 6385; fra[1] := 4280;
    Can[2] := 6495; fra[2] := 4459;
    Can[3] := 6837; fra[3] := 4545;
    Can[4] := 6495; fra[4] := 4664;
    Can[5] := 6907; fra[5] := 4861;
    Can[6] := 7349; fra[6] := 5195;
    Can[7] := 7213; fra[7] := 5389;
    Can[8] := 7061; fra[8] := 5463;
    Can[9] := 7180; fra[9] := 5610;
    // Set explained variable
    arima.Explained.Value := can;
    // Set explanatory variables
    arima.Explanatories.Clear();
    Explanatories := arima.Explanatories.Add();
    Explanatories.Value := fra;
    // Missing data treatment
    arima.MissingData.Method := MissingDataMethod.mdmLinInterpolation;
    // Parameters of coefficients
    ModelCoefficients := arima.ModelCoefficients;
    Coefficients := ModelCoefficients.Coefficients;
    // Parameters of model constant
    Intercept := ModelCoefficients.Intercept;
    Intercept.Mode := InterceptMode.imAutoEstimate;
    res := arima.Execute();
    System.Diagnostics.Debug.WriteLine(arima.Errors);
    System.Diagnostics.Debug.WriteLine("-----Model coefficients:");
    Coef := Coefficients.Estimate;
    For i := 0 To Coefficients.Estimate.Length - 1 Do
        System.Diagnostics.Debug.WriteLine(Coef[i]);
    End For;
    System.Diagnostics.Debug.WriteLine("----- Coefficient probabilities:");
    Coef := Coefficients.Probability;
    For i := 0 To Coefficients.Probability.Length - 1 Do
        System.Diagnostics.Debug.WriteLine(Coef[i]);
    End For;
    System.Diagnostics.Debug.Write("-----Standard coefficient errors:");
    Coef := Coefficients.StandardError;
    For i := 0 To Coefficients.StandardError.Length - 1 Do
        System.Diagnostics.Debug.WriteLine(Coef[i]);
    End For;
    System.Diagnostics.Debug.WriteLine("----- t-statistics of coefficients:");
    Coef := Coefficients.TStatistic;
    For i := 0 To Coefficients.TStatistic.Length - 1 Do
        System.Diagnostics.Debug.WriteLine(Coef[i]);
    End For;
    System.Diagnostics.Debug.WriteLine("-----Model constant:");
    System.Diagnostics.Debug.WriteLine(Intercept.Estimate);
End Sub;