ISmLinearRegress.AutoRegressionOrder

Syntax

AutoRegressionOrder: Array;

Description

The AutoRegressionOrder property determines a value array for autoregression orders.

Comments

This property is outdated, use ISmLinearRegress.ARMA.

The number of array elements equals to the number of regressors, each array element is the autoregression order for a certain regressor.

Example

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

Sub UserARMA;
Var
    Method: SmLinearRegress;
    Factors: ISlSeries;
    status: Integer;
    Serie, Factor: Array Of Double;
    AutoRegression: Array Of Integer;
    MovingAverage: ISlMovingAverage;
    // Data output procedure
    Sub Print(Data: Array Of Double);
    Var
        i: Integer;
        d: Double;
    Begin
        Debug.WriteLine("---Begin---");
        For i := 0 To Data.Length - 1 Do
            If Double.IsNan(Data[i]) Then
                Debug.WriteLine(i.ToString + ", ---empty---");
            Else
                d := Data[i];
                Debug.WriteLine(i.ToString + ", " + d.ToString);
            End If;
        End For;
        Debug.WriteLine("---End---");
    End Sub Print;
Begin
    Method := New SmLinearRegress.Create;
    // Set explained series
    Serie := New Double[20];
    Serie[00] := 6209; Serie[01] := 6385;
    Serie[02] := 6752; Serie[03] := 6837;
    Serie[04] := 6495; Serie[05] := 6907;
    Serie[06] := 7349; Serie[07] := 7213;
    Serie[08] := 7061; Serie[09] := 7180;
    Serie[10] := 7132; Serie[11] := 7137;
    Serie[12] := 7473; Serie[13] := 7722;
    Serie[14] := 8088; Serie[15] := 8516;
    Serie[16] := 8941; Serie[17] := 9064;
    Serie[18] := 9380; Serie[19] := 9746;
    Method.Explained.Value := Serie;
    // Set explanatory series
    Factor := New Double[30];
    Factor[00] := 4110; Factor[01] := 4280; Factor[02] := 4459;
    Factor[03] := 4545; Factor[04] := 4664; Factor[05] := 4861;
    Factor[06] := 5195; Factor[07] := 5389; Factor[08] := 5463;
    Factor[09] := 5610; Factor[10] := 5948; Factor[11] := 6218;
    Factor[12] := 6521; Factor[13] := 6788; Factor[14] := 7222;
    Factor[15] := 7486; Factor[16] := 7832; Factor[17] := 8153;
    Factor[18] := 8468; Factor[19] := 9054; Factor[20] := 9907;
    Factor[21] := 10333; Factor[22] := 10863; Factor[23] := 11693;
    Factor[24] := 12242; Factor[25] := 12227; Factor[26] := 12910;
    Factor[27] := 13049; Factor[28] := 13384; Factor[29] := 14036;
    Factors := Method.Explanatories;
    Factors.Add.Value := Factor;
    // Set autoregression order
    AutoRegression := New Integer[1];
    AutoRegression[0] := 1;
    Method.AutoRegressionOrder := AutoRegression;
    // Set order of the moving average
    MovingAverage := Method.MovingAverage;
    MovingAverage.Order := 1;
    // Set identification and forecasting parameters
    Method.ModelPeriod.LastPoint := 20;
    Method.Forecast.LastPoint := 30;
    // Run calculation and show results
    status := Method.Execute;
    If status <> 0 Then
        Debug.WriteLine(Method.Errors);
    Else
        Debug.WriteLine("=== Model series ===");
        Print(Method.Fitted);
    End If;
End Sub UserARMA;

After executing the example the console window displays the results of linear regression calculation (taking into account moving average and autoregression orders):

Module execution started
=== Model series ===
---Begin---
0, ---empty---
1, 6308.8871936080559
2, 6471.7885351477735
3, 6733.3512163842852
4, 6820.8779462457242
5, 6652.5058681077217
6, 7010.7198497886648
7, 7350.3278950893746
8, 7282.1928089833591
9, 7223.527613091579
10, 7392.6799238485391
11, 7434.9598356610159
12, 7520.610258716616
13, 7811.2804878565239
14, 8090.9081748603894
15, 8400.2317429192444
16, 8772.0929030022307
17, 9135.2080017110657
18, 9300.7010037270848
19, 9665.1487412507631
---End---
Module execution finished