MissingData: IMissingData;
MissingData: Prognoz.Platform.Interop.Stat.SlMissingData;
The MissingData property determines missing data treatment parameters.
Method of missing data treatment MissingDataMethod.Casewise cannot be used.
Add a link to the Stat system assembly.
Sub UserProc;
Var
Census2: SmCensus2;
s: Array[36] Of Double;
Av: Array[12] Of Double;
res, i: Integer;
Begin
Census2 := New SmCensus2.Create;
// Set explained series values
s[0] := 670.2000183; s[12] := Double.Nan; s[24] := 826.6160466;
s[1] := 576.0680563; s[13] := 642.418544; s[25] := Double.Nan;
s[2] := 717.6484268; s[14] := Double.Nan; s[26] := 931.5707266;
s[3] := 856.9105808; s[15] := Double.Nan; s[27] := 1026.666524;
s[4] := 885.4609516; s[16] := 884.504279; s[28] := Double.Nan;
s[5] := 1011.846431; s[17] := 1008.30908; s[29] := 1099.626392;
s[6] := 995.4496292; s[18] := 1108.36628; s[30] := 1189.16892;
s[7] := 1064.742231; s[19] := 1072.77175; s[31] := 1092.343791;
s[8] := 1033.324656; s[20] := 1019.18752; s[32] := 1087.503861;
s[9] := 780.8584552; s[21] := 895.560672; s[33] := 971.6522721;
s[10] := 657.503313; s[22] := 811.036101; s[34] := 826.2502823;
s[11] := 654.547579; s[23] := 756.617764; s[35] := 789.6322825;
Census2.Serie.Value := s;
// Define parameters of sample period
Census2.ModelPeriod.FirstPoint := 1;
Census2.ModelPeriod.LastPoint := 36;
// Set missing data treatment method
Census2.MissingData.Method := MissingDataMethod.LinTrend;
// Define parameters of seasonal component and seasonality type
Census2.SeasonalComponent.Mode := SeasonalityType.Multiplicative;
Census2.SeasonalComponentCycleType := SeasonalityCycleType.Month;
// Define moving average
Av[0] := 0.02; Av[2] := 0.20;
Av[1] := 0.10; Av[3] := 0.50;
Census2.MovingAverage := Av;
// Define working days adjustments
Census2.TraidingDaysAdjustment := TraidingDaysAdj.Auto;
// Define parameters for period start
Census2.StartPeriod.Year := 1;
Census2.StartPeriod.MonthOrQuarter := 1;
// Set Sigma level
Census2.SigmaLevel.Lower := 0.9;
Census2.SigmaLevel.Upper := 2;
// Calculate method
res := Census2.Execute;
If res <> 0 Then
Debug.WriteLine(census2.Errors);
Else
Debug.WriteLine("=== Prior adjusted series ===");
Debug.Indent;
For i := 0 To Census2.Results.B1.Length - 1 Do
Debug.WriteLine(Census2.Results.B1[i]);
End For;
Debug.Unindent;
Debug.WriteLine("=== Seasonal component ===");
Debug.Indent;
For i := 0 To Census2.Results.D10.Length - 1 Do
Debug.WriteLine(Census2.Results.D10[i]);
End For;
Debug.Unindent;
End If;
End Sub UserProc;
After executing the example the console window displays calculation results for the X11 method:
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
Census2: SmCensus2;
s: Array[36] Of Double;
Av: Array[12] Of Double;
res, i: Integer;
B1, D10: System.Array;
Begin
Census2 := New SmCensus2.Create();
// Set explained series values
s[0] := 670.2000183; s[12] := Double.Nan; s[24] := 826.6160466;
s[1] := 576.0680563; s[13] := 642.418544; s[25] := Double.Nan;
s[2] := 717.6484268; s[14] := Double.Nan; s[26] := 931.5707266;
s[3] := 856.9105808; s[15] := Double.Nan; s[27] := 1026.666524;
s[4] := 885.4609516; s[16] := 884.504279; s[28] := Double.Nan;
s[5] := 1011.846431; s[17] := 1008.30908; s[29] := 1099.626392;
s[6] := 995.4496292; s[18] := 1108.36628; s[30] := 1189.16892;
s[7] := 1064.742231; s[19] := 1072.77175; s[31] := 1092.343791;
s[8] := 1033.324656; s[20] := 1019.18752; s[32] := 1087.503861;
s[9] := 780.8584552; s[21] := 895.560672; s[33] := 971.6522721;
s[10] := 657.503313; s[22] := 811.036101; s[34] := 826.2502823;
s[11] := 654.547579; s[23] := 756.617764; s[35] := 789.6322825;
Census2.Serie.Value := s;
// Define parameters of sample period
Census2.ModelPeriod.FirstPoint := 1;
Census2.ModelPeriod.LastPoint := 36;
// Set missing data treatment method
Census2.MissingData.Method := MissingDataMethod.mdmLinTrend;
// Define parameters of seasonal component and seasonality type
Census2.SeasonalComponent.Mode := SeasonalityType.sstMultiplicative;
Census2.SeasonalComponentCycleType := SeasonalityCycleType.sctMonth;
// Define moving average
Av[0] := 0.02; Av[2] := 0.20;
Av[1] := 0.10; Av[3] := 0.50;
Census2.MovingAverage := Av;
// Define working days adjustments
Census2.TraidingDaysAdjustment := TraidingDaysAdj.tdaAuto;
// Define parameters for period start
Census2.StartPeriod.Year := 1;
Census2.StartPeriod.MonthOrQuarter := 1;
// Set Sigma level
Census2.SigmaLevel.Lower := 0.9;
Census2.SigmaLevel.Upper := 2;
// Calculate method
res := Census2.Execute();
If res <> 0 Then
System.Diagnostics.Debug.WriteLine(census2.Errors);
Else
System.Diagnostics.Debug.WriteLine("=== Prior adjusted series ===");
System.Diagnostics.Debug.Indent();
B1 := Census2.Results.B1;
For i := 0 To Census2.Results.B1.Length - 1 Do
System.Diagnostics.Debug.WriteLine(B1[i]);
End For;
System.Diagnostics.Debug.Unindent();
System.Diagnostics.Debug.WriteLine("=== Seasonal component ===");
System.Diagnostics.Debug.Indent();
D10 := Census2.Results.D10;
For i := 0 To Census2.Results.D10.Length - 1 Do
System.Diagnostics.Debug.WriteLine(D10[i]);
End For;
System.Diagnostics.Debug.Unindent();
End If;
End Sub;
See also: