ConfidenceLevel: Double;
ConfidenceLevel: double;
The ConfidenceLevel property determines the significance level, at which the hypothesis is rejected.
Acceptable range: (0; 1).
Add a link to the Stat system assembly.
Sub ChowTest;
Var
ChowTest: SmChowTest;
can, fra, ger: Array[20] Of Double;
E: Array Of Double;
z: Array[20] Of Integer;
res: Integer;
LR: IChowTestLinRegress;
ARMA: ISlARMA;
//Data output procedure
Sub Print(Data: Array Of Double);
Var
i: Integer;
Begin
Debug.Indent;
For i := 0 To Data.Length - 1 Do
Debug.Write(i.ToString + ", ");
Debug.WriteLine(Data[i]);
End For;
Debug.Unindent;
End Sub Print;
Begin
ChowTest := New SmChowTest.Create;
// Set values can, fra, ger, z
can[00] := 6209; fra[00] := 4110; ger[00] := 3415; z[00] := 0;
can[01] := Double.Nan; fra[01] := 4280; ger[01] := 6385; z[01] := 0;
can[02] := 6752; fra[02] := 4459; ger[02] := 6752; z[02] := 0;
can[03] := 6837; fra[03] := 4545; ger[03] := 6837; z[03] := 0;
can[04] := 6495; fra[04] := 4664; ger[04] := 6495; z[04] := 0;
can[05] := Double.Nan; fra[05] := 4861; ger[05] := 6907; z[05] := 0;
can[06] := 7349; fra[06] := 5195; ger[06] := 7349; z[06] := 0;
can[07] := 7213; fra[07] := 5389; ger[07] := 7213; z[07] := 0;
can[08] := 7061; fra[08] := 5463; ger[08] := 7061; z[08] := 0;
can[09] := 7180; fra[09] := 5610; ger[09] := 7180; z[09] := 0;
can[10] := 7132; fra[10] := 5948; ger[10] := 7132; z[10] := 0;
can[11] := 7137; fra[11] := 6218; ger[11] := 7137; z[11] := 0;
can[12] := 7473; fra[12] := 6521; ger[12] := 7473; z[12] := 1;
can[13] := 7722; fra[13] := 6788; ger[13] := 7722; z[13] := 1;
can[14] := Double.Nan; fra[14] := 7222; ger[14] := 8088; z[14] := 1;
can[15] := 8516; fra[15] := 7486; ger[15] := 8516; z[15] := 1;
can[16] := 8941; fra[16] := 7832; ger[16] := 8941; z[16] := 1;
can[17] := 9064; fra[17] := 8153; ger[17] := 9064; z[17] := 1;
can[18] := 9380; fra[18] := 8468; ger[18] := 9380; z[18] := 1;
can[19] := Double.Nan; fra[19] := 9054; ger[19] := 9746; z[19] := 1;
// Set values of explained and explanatory variables
ChowTest.Explained.Value := can;
ChowTest.Explanatories.Add.Value := fra;
ChowTest.Explanatories.Add.Value := ger;
// Set observation groups
ChowTest.GroupSeparator := z;
// Set constant definition mode
ChowTest.Intercept.Mode := InterceptMode.AutoEstimate;
// Set calculation period
ChowTest.ModelPeriod.FirstPoint := 1;
ChowTest.ModelPeriod.LastPoint := 20;
// Set missing data treatment method
ChowTest.MissingData.Method := MissingDataMethod.LinTrend;
// Set autoregression and moving average parameters
ARMA := ChowTest.ARMA;
ARMA.ParseAR("1");
ARMA.ParseMA("1");
// Set test type
ChowTest.TestType := ChowTestType.BreakPoint;
// Execute calculation and display results
res := ChowTest.Execute;
If res <> 0 Then
Debug.WriteLine(ChowTest.Errors);
Else
If ChowTest.ChowTestResult Then
Debug.WriteLine("Zero hypothesis is accepted")
Else
Debug.WriteLine("Zero hypothesis is not accepted");
End If;
Debug.WriteLine("First group equation:");
LR := ChowTest.LR0;
Debug.WriteLine(" coefficients:");
E := LR.ModelCoefficients.Coefficients.Estimate;
Print(E);
Debug.WriteLine(" autoregression coefficients:");
E := LR.ARCoefficients.Estimate;
Print(E);
Debug.WriteLine(" moving average coefficients:");
E := LR.MACoefficients.Estimate;
Print(E);
Debug.WriteLine("Second group equation:");
LR := ChowTest.LR1;
Debug.WriteLine(" coefficients:");
E := LR.ModelCoefficients.Coefficients.Estimate;
Print(E);
Debug.WriteLine(" autoregression coefficients:");
E := LR.ARCoefficients.Estimate;
Print(E);
Debug.WriteLine(" moving average coefficients:");
E := LR.MACoefficients.Estimate;
Print(E);
Debug.WriteLine("General equation:");
LR := ChowTest.LR;
Debug.WriteLine(" coefficients:");
E := LR.ModelCoefficients.Coefficients.Estimate;
Print(E);
Debug.WriteLine(" autoregression coefficients:");
E := LR.ARCoefficients.Estimate;
Print(E);
Debug.WriteLine(" moving average coefficients:");
E := LR.MACoefficients.Estimate;
Print(E);
End If;
End Sub ChowTest;
Example execution result: the console window shows the results of test calculation and values of coefficients for group equations.
Add a link to the Stat system assembly.
Imports Prognoz.Platform.Interop.Stat;
…
//Data output procedure
Public Shared Sub PrintChowTest(Data: Array);
Var
i: Integer;
Begin
System.Diagnostics.Debug.Indent();
For i := 0 To Data.Length - 1 Do
System.Diagnostics.Debug.Write(i.ToString() + ", ");
System.Diagnostics.Debug.WriteLine(Data[i]);
End For;
System.Diagnostics.Debug.Unindent();
End Sub PrintChowTest;
// Test calculation procedure
Public Shared Sub ChowTest();
Var
ChowTest: SmChowTest;
can, fra, ger: Array[20] Of Double;
E: Array;
z: Array[20] Of Integer;
res: Integer;
LR: IChowTestLinRegress;
ARMA: ISlARMA;
Begin
ChowTest := New SmChowTest.Create();
// Set values can, fra, ger, z
can[00] := 6209; fra[00] := 4110; ger[00] := 3415; z[00] := 0;
can[01] := Double.Nan; fra[01] := 4280; ger[01] := 6385; z[01] := 0;
can[02] := 6752; fra[02] := 4459; ger[02] := 6752; z[02] := 0;
can[03] := 6837; fra[03] := 4545; ger[03] := 6837; z[03] := 0;
can[04] := 6495; fra[04] := 4664; ger[04] := 6495; z[04] := 0;
can[05] := Double.Nan; fra[05] := 4861; ger[05] := 6907; z[05] := 0;
can[06] := 7349; fra[06] := 5195; ger[06] := 7349; z[06] := 0;
can[07] := 7213; fra[07] := 5389; ger[07] := 7213; z[07] := 0;
can[08] := 7061; fra[08] := 5463; ger[08] := 7061; z[08] := 0;
can[09] := 7180; fra[09] := 5610; ger[09] := 7180; z[09] := 0;
can[10] := 7132; fra[10] := 5948; ger[10] := 7132; z[10] := 0;
can[11] := 7137; fra[11] := 6218; ger[11] := 7137; z[11] := 0;
can[12] := 7473; fra[12] := 6521; ger[12] := 7473; z[12] := 1;
can[13] := 7722; fra[13] := 6788; ger[13] := 7722; z[13] := 1;
can[14] := Double.Nan; fra[14] := 7222; ger[14] := 8088; z[14] := 1;
can[15] := 8516; fra[15] := 7486; ger[15] := 8516; z[15] := 1;
can[16] := 8941; fra[16] := 7832; ger[16] := 8941; z[16] := 1;
can[17] := 9064; fra[17] := 8153; ger[17] := 9064; z[17] := 1;
can[18] := 9380; fra[18] := 8468; ger[18] := 9380; z[18] := 1;
can[19] := Double.Nan; fra[19] := 9054; ger[19] := 9746; z[19] := 1;
// Set values of explained and explanatory variables
ChowTest.Explained.Value := can;
ChowTest.Explanatories.Add().Value := fra;
ChowTest.Explanatories.Add().Value := ger;
// Set observation groups
ChowTest.GroupSeparator := z;
// Set constant definition mode
ChowTest.Intercept.Mode := InterceptMode.imAutoEstimate;
// Set calculation period
ChowTest.ModelPeriod.FirstPoint := 1;
ChowTest.ModelPeriod.LastPoint := 20;
// Set missing data treatment method
ChowTest.MissingData.Method := MissingDataMethod.mdmLinTrend;
// Set autoregression and moving average parameters
ARMA := ChowTest.ARMA;
ARMA.ParseAR("1", True);
ARMA.ParseMA("1", True);
// Set test type
ChowTest.TestType := ChowTestType.ctBreakPoint;
// Execute calculation and display results
res := ChowTest.Execute();
If res <> 0 Then
System.Diagnostics.Debug.WriteLine(ChowTest.Errors);
Else
If ChowTest.ChowTestResult Then
System.Diagnostics.Debug.WriteLine("Zero hypothesis is accepted")
Else
System.Diagnostics.Debug.WriteLine("Zero hypothesis is not accepted");
End If;
System.Diagnostics.Debug.WriteLine("First group equation:");
LR := ChowTest.LR0;
System.Diagnostics.Debug.WriteLine(" coefficients:");
E := LR.ModelCoefficients.Coefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine(" autoregression coefficients:");
E := LR.ARCoefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine(" moving average coefficients:");
E := LR.MACoefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine("Second group equation:");
LR := ChowTest.LR1;
System.Diagnostics.Debug.WriteLine(" coefficients:");
E := LR.ModelCoefficients.Coefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine(" autoregression coefficients:");
E := LR.ARCoefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine(" moving average coefficients:");
E := LR.MACoefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine("General equation:");
LR := ChowTest.LR;
System.Diagnostics.Debug.WriteLine(" coefficients:");
E := LR.ModelCoefficients.Coefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine(" autoregression coefficients:");
E := LR.ARCoefficients.Estimate;
PrintChowTest(E);
System.Diagnostics.Debug.WriteLine(" moving average coefficients:");
E := LR.MACoefficients.Estimate;
PrintChowTest(E);
End If;
End Sub ChowTest;
Example execution result: the console window shows the results of test calculation and values of coefficients for group equations.
See also: