IStatistics.SteYX

Fore Syntax

SteYX(KnownYs: Array; KnownXs: Array): Double;

Fore.NET Syntax

SteYX(KnownYs: System.Array; KnownXs: System.Array): double;

Parameters

KnownYs. Independent series.

KnownXs. Dependent series.

Description

The SteYX method returns standard error of predicted Y values for every X value in the regression.

Comments

Standard error is a measure of error of predicted value Y for a specific value X.

For correct calculation the KnownYs and KnownXs series:

Should have equal number of points.
Should be non-constant.

Fore Example

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

Sub UserProc;
Var
    st: Statistics;
    d0: Double;
    y, x: Array Of Double;
Begin
    y := New Double[8];
    y[00] := 6; y[04] := 21;
    y[01] := 7; y[05] := 24;
    y[02] := 9; y[06] := 25;
    y[03] := 15; y[07] := 18;
    x := New Double[8];
    x[00] := 20; x[04] := 40;
    x[01] := 28; x[05] := 43;
    x[02] := 31; x[06] := 51;
    x[03] := 38; x[07] := 47;
    st := New Statistics.Create;
    d0 := st.SteYX(y, x);
    If st.Status <> 0 Then
        Debug.WriteLine(st.Errors);
    Else
        Debug.WriteLine("Standard error: " + d0.ToString);
    End If;
End Sub UserProc;

After executing the example the console window displays the standard error value:

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
    st: Statistics;
    d0: Double;
    y, x: Array Of Double;
Begin
    y := New Double[8];
    y[00] := 6; y[04] := 21;
    y[01] := 7; y[05] := 24;
    y[02] := 9; y[06] := 25;
    y[03] := 15; y[07] := 18;
    x := New Double[8];
    x[00] := 20; x[04] := 40;
    x[01] := 28; x[05] := 43;
    x[02] := 31; x[06] := 51;
    x[03] := 38; x[07] := 47;
    st := New Statistics.Create();
    d0 := st.SteYX(y, x);
    If st.Status <> 0 Then
        System.Diagnostics.Debug.WriteLine(st.Errors);
    Else
        System.Diagnostics.Debug.WriteLine("Standard error: " + d0.ToString());
    End If;
End Sub;