ISmGrangerTest.MissingData

Fore Syntax

MissingData: IMissingData;

Fore.NET Syntax

MissingData: Prognoz.Platform.Interop.Stat.SlMissingData;

Description

The MissingData property determines missing data treatment method.

Comments

By default missing data is not treated.

Fore Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    GrangerCT: ISmGrangerTest;
    y: Array[10,4] Of Double;
    res, i, j: Integer;
    ResValue: Array Of Integer;
    PValue, TStat: Array Of Double;
Begin
    GrangerCT := New SmGrangerTest.Create;
    // values Y
    y[0, 0] := 6209;  y[0, 1] := 4110;  y[0, 2] := 3415;  y[0, 3] := 2822;
    y[1, 0] := 6385;  y[1, 1] := 4280;  y[1, 2] := 3673;  y[1, 3] := 3023;
    y[2, 0] := 6752;  y[2, 1] := 4459;  y[2, 2] := 4013;  y[2, 3] := 3131;
    y[3, 0] := 6837;  y[3, 1] := 4545;  y[3, 2] := 4278;  y[3, 3] := 3351;
    y[4, 0] := 6495;  y[4, 1] := 4664;  y[4, 2] := 4577;  y[4, 3] := 3463;
    y[5, 0] := 6907;  y[5, 1] := 4861;  y[5, 2] := 5135;  y[5, 3] := Double.Nan;
    y[6, 0] := 7349;  y[6, 1] := 5195;  y[6, 2] := 5388;  y[6, 3] := 3815;
    y[7, 0] := 7213;  y[7, 1] := 5389;  y[7, 2] := 5610;  y[7, 3] := 3960;
    y[8, 0] := 7061;  y[8, 1] := 5463;  y[8, 2] := 5787;  y[8, 3] := 4119;
    y[9, 0] := 7180;  y[9, 1] := 5610;  y[9, 2] := 6181;  y[9, 3] := 4351;
    GrangerCT.Data := y;
    GrangerCT.Lag := 1;
    GrangerCT.ConfidenceLevel := 0.05;

    GrangerCT.MissingData.Method := MissingDataMethod.SampleAverage;
    GrangerCT.MissingData.MethodParameter := 1000;
    res := GrangerCT.Execute;
    Debug.WriteLine("Probability matrix:");
    Debug.Indent;
    For i := 0 To GrangerCT.PValueMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.PValueMatrix.GetUpperBound(2) Do
            PValue := GrangerCT.PValueMatrix;
            Debug.Write(PValue[i, j].ToString + ", ");
        End For;
        Debug.WriteLine(" ");
    End For;
    Debug.Unindent;
    Debug.WriteLine("Result matrix:");
    Debug.Indent;
    For i := 0 To GrangerCT.ResValueMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.ResValueMatrix.GetUpperBound(2) Do
            ResValue := GrangerCT.ResValueMatrix;
            Debug.Write(ResValue[i, j].ToString + ", ");
        End For;
        Debug.WriteLine(" ");
    End For;
    Debug.Unindent;
    Debug.WriteLine("Fisher statistics matrix:");
    Debug.Indent;
    For i := 0 To GrangerCT.TStatMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.TStatMatrix.GetUpperBound(2) Do
            TStat := GrangerCT.TStatMatrix;
            Debug.Write(TStat[i, j].ToString + ", ");
        End For;
        Debug.WriteLine(" ");
    End For;
    Debug.Unindent;
End Sub UserProc;

After executing the example the console window displays probability matrix and Fisher statistics matrix.

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
    GrangerCT: ISmGrangerTest;
    y: Array[4,10] Of Double;
    res, i, j: Integer;
    PValue, ResValue, TStat: System.Array;
Begin
    GrangerCT := New SmGrangerTest.Create();
    // values Y
    y[0, 0] := 6209;  y[1, 0] := 4110;  y[2, 0] := 3415;  y[3, 0] := 2822;
    y[0, 1] := 6385;  y[1, 1] := 4280;  y[2, 1] := 3673;  y[3, 1] := 3023;
    y[0, 2] := 6752;  y[1, 2] := 4459;  y[2, 2] := 4013;  y[3, 2] := 3131;
    y[0, 3] := 6837;  y[1, 3] := 4545;  y[2, 3] := 4278;  y[3, 3] := 3351;
    y[0, 4] := 6495;  y[1, 4] := 4664;  y[2, 4] := 4577;  y[3, 4] := 3463;
    y[0, 5] := 6907;  y[1, 5] := 4861;  y[2, 5] := 5135;  y[3, 5] := Double.Nan;
    y[0, 6] := 7349;  y[1, 6] := 5195;  y[2, 6] := 5388;  y[3, 6] := 3815;
    y[0, 7] := 7213;  y[1, 7] := 5389;  y[2, 7] := 5610;  y[3, 7] := 3960;
    y[0, 8] := 7061;  y[1, 8] := 5463;  y[2, 8] := 5787;  y[3, 8] := 4119;
    y[0, 9] := 7180;  y[1, 9] := 5610;  y[2, 9] := 6181;  y[3, 9] := 4351;
    GrangerCT.Data := y;
    GrangerCT.Lag := 1;
    GrangerCT.ConfidenceLevel := 0.05;
    GrangerCT.MissingData.Method := MissingDataMethod.mdmSampleAverage;
    GrangerCT.MissingData.MethodParameter := 1000;
    res := GrangerCT.Execute();
    System.Diagnostics.Debug.WriteLine("Probability matrix:");
    System.Diagnostics.Debug.Indent();
    PValue := GrangerCT.PValueMatrix;
    For i := 0 To GrangerCT.PValueMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.PValueMatrix.GetUpperBound(0) Do
            System.Diagnostics.Debug.Write(PValue[j, i].ToString() + ", ");
        End For;
        System.Diagnostics.Debug.WriteLine(" ");
    End For;
    System.Diagnostics.Debug.Unindent();
    System.Diagnostics.Debug.WriteLine("Result matrix:");
    System.Diagnostics.Debug.Indent();
    ResValue := GrangerCT.ResValueMatrix;
    For i := 0 To GrangerCT.ResValueMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.ResValueMatrix.GetUpperBound(0) Do
            System.Diagnostics.Debug.Write(ResValue[j, i].ToString() + ", ");
        End For;
        System.Diagnostics.Debug.WriteLine(" ");
    End For;
    System.Diagnostics.Debug.Unindent();
    System.Diagnostics.Debug.WriteLine("Fisher Statistics matrix:");
    System.Diagnostics.Debug.Unindent();
    For i := 0 To GrangerCT.TStatMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.TStatMatrix.GetUpperBound(0) Do
            TStat := GrangerCT.TStatMatrix;
            System.Diagnostics.Debug.Write(TStat[j, i].ToString() + ", ");
        End For;
        System.Diagnostics.Debug.WriteLine(" ");
    End For;
    System.Diagnostics.Debug.Unindent();
End Sub;