ISmLinearEquations.Explained

Fore Syntax

Explained: ISlSerie;

Fore.NET Syntax

Explained: Prognoz.Platform.Interop.Stat.ISlSerie;

Description

The Explained property returns the explained series.

Comments

To get explanatory series, use the ISmLinearEquations.Explanatories property.

Fore Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    Method: ISmLinearEquations;
    ExplainedVal, Exp1, Exp2, Exp3, Exp4, Exp5: Array[10] Of Double;
    ExplanatoriesVal: ISlSeries;
    Status, i: Integer;
    Estimate: Array Of Double;
Begin
    Method := New SmLinearEquations.Create;
    // explained series values
    ExplainedVal[00] := -3;
    ExplainedVal[01] := 12;
    ExplainedVal[02] := Double.Nan;
    ExplainedVal[03] := Double.Nan;
    ExplainedVal[04] := 276;
    ExplainedVal[05] := -15;
    ExplainedVal[06] := 82;
    ExplainedVal[07] := 86;
    ExplainedVal[08] := 8;
    ExplainedVal[09] := 72;
    // Explanatory series values
    Exp1[00] := 1;  Exp2[00] := -1;  Exp3[00] := 3;  Exp4[00] := 1;  Exp5[00] := -3;
    Exp1[01] := 2;  Exp2[01] := -9;  Exp3[01] := 2;  Exp4[01] := 3;  Exp5[01] := 2;
    Exp1[02] := 3;  Exp2[02] := -8;  Exp3[02] := 3;  Exp4[02] := 3;  Exp5[02] := 4;
    Exp1[03] := 4;  Exp2[03] := 11;  Exp3[03] := 7;  Exp4[03] := 11; Exp5[03] := -1;
    Exp1[04] := 5;  Exp2[04] := 99;  Exp3[04] := 4;  Exp4[04] := 9;  Exp5[04] := 5;
    Exp1[05] := 6;  Exp2[05] := -12; Exp3[05] := 3;  Exp4[05] := 6;  Exp5[05] := -6;
    Exp1[06] := 7;  Exp2[06] := -4;  Exp3[06] := 7;  Exp4[06] := 8;  Exp5[06] := 6;
    Exp1[07] := 8;  Exp2[07] := -3;  Exp3[07] := 2;  Exp4[07] := 12; Exp5[07] := 6;
    Exp1[08] := 9;  Exp2[08] := -2;  Exp3[08] := -1; Exp4[08] := 4;  Exp5[08] := -2;
    Exp1[09] := 10; Exp2[09] := -1;  Exp3[09] := 2;  Exp4[09] := 7;  Exp5[09] := 6;
    Method.Explained.Value := ExplainedVal;
    ExplanatoriesVal := Method.Explanatories;
    ExplanatoriesVal.Add.Value := Exp1;
    ExplanatoriesVal.Add.Value := Exp2;
    ExplanatoriesVal.Add.Value := Exp3;
    ExplanatoriesVal.Add.Value := Exp4;
    ExplanatoriesVal.Add.Value := Exp5;
    Method.ModelPeriod.FirstPoint := 1;
    Method.ModelPeriod.LastPoint := 6;
    Method.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
    Method.MissingData.Method := MissingDataMethod.SampleAverage;
    Status := Method.Execute;
    Debug.WriteLine(Method.Errors);
    Debug.WriteLine("=== Estimated coefficient values ===");
    Estimate := Method.ModelCoefficients.Coefficients.Estimate;
    For i := 0 To Estimate.Length - 1 Do
        Debug.WriteLine((i+1).ToString + ". " + Estimate[i].ToString);
    End For;
End Sub UserProc;

After executing the example the console window displays estimated coefficient values.

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
    Method: ISmLinearEquations;
    ExplainedVal, Exp1, Exp2, Exp3, Exp4, Exp5: Array[10] Of Double;
    ExplanatoriesVal: ISlSeries;
    Status, i: Integer;
    Estimate: System.Array;
Begin
    Method := New SmLinearEquations.Create();
    // explained series values
    ExplainedVal[00] := -3;
    ExplainedVal[01] := 12;
    ExplainedVal[02] := Double.Nan;
    ExplainedVal[03] := Double.Nan;
    ExplainedVal[04] := 276;
    ExplainedVal[05] := -15;
    ExplainedVal[06] := 82;
    ExplainedVal[07] := 86;
    ExplainedVal[08] := 8;
    ExplainedVal[09] := 72;
    // Explanatory series values
    Exp1[00] := 1;  Exp2[00] := -1;  Exp3[00] := 3;  Exp4[00] := 1;  Exp5[00] := -3;
    Exp1[01] := 2;  Exp2[01] := -9;  Exp3[01] := 2;  Exp4[01] := 3;  Exp5[01] := 2;
    Exp1[02] := 3;  Exp2[02] := -8;  Exp3[02] := 3;  Exp4[02] := 3;  Exp5[02] := 4;
    Exp1[03] := 4;  Exp2[03] := 11;  Exp3[03] := 7;  Exp4[03] := 11; Exp5[03] := -1;
    Exp1[04] := 5;  Exp2[04] := 99;  Exp3[04] := 4;  Exp4[04] := 9;  Exp5[04] := 5;
    Exp1[05] := 6;  Exp2[05] := -12; Exp3[05] := 3;  Exp4[05] := 6;  Exp5[05] := -6;
    Exp1[06] := 7;  Exp2[06] := -4;  Exp3[06] := 7;  Exp4[06] := 8;  Exp5[06] := 6;
    Exp1[07] := 8;  Exp2[07] := -3;  Exp3[07] := 2;  Exp4[07] := 12; Exp5[07] := 6;
    Exp1[08] := 9;  Exp2[08] := -2;  Exp3[08] := -1; Exp4[08] := 4;  Exp5[08] := -2;
    Exp1[09] := 10; Exp2[09] := -1;  Exp3[09] := 2;  Exp4[09] := 7;  Exp5[09] := 6;
    Method.Explained.Value := ExplainedVal;
    ExplanatoriesVal := Method.Explanatories;
    ExplanatoriesVal.Add().Value := Exp1;
    ExplanatoriesVal.Add().Value := Exp2;
    ExplanatoriesVal.Add().Value := Exp3;
    ExplanatoriesVal.Add().Value := Exp4;
    ExplanatoriesVal.Add().Value := Exp5;
    Method.ModelPeriod.FirstPoint := 1;
    Method.ModelPeriod.LastPoint := 6;
    Method.ModelCoefficients.Intercept.Mode := InterceptMode.imAutoEstimate;
    Method.MissingData.Method := MissingDataMethod.mdmSampleAverage;
    Status := Method.Execute();
    System.Diagnostics.Debug.WriteLine(Method.Errors);
    System.Diagnostics.Debug.WriteLine("=== Estimated coefficient values ===");
    Estimate := Method.ModelCoefficients.Coefficients.Estimate;
    For i := 0 To Estimate.Length - 1 Do
        System.Diagnostics.Debug.WriteLine((i+1).ToString() + ". " + Estimate[i].ToString());
    End For;
End Sub;