IMsArimaTransform.DiagnosticTests

Syntax

DiagnosticTests([Calculation: IMsMethodCalculation = Null;]
[Coord: IMsFormulaTransformCoord = Null]): IMsDiagnosticTestList;

Parameters

Calculation. Settings that are necessary for calculation.

Coord. The slice, by which calculation is executed.

Description

The DiagnosticTests property returns a set of diagnostic tests of the model.

Comments

The test set cannot be changed, that is, it is not possible to remove the existing one or add a new custom test.

Example

Executing the example requires that the repository contains a modeling container with the MS identifier containing an ARIMA model with the MODEL identifier.

Add links to the Metabase, Ms, Stat system assemblies.

Sub UserProc;
Var
    mb: IMetabase;
    MsKey: Integer;
    Model: IMsModel;
    Transform: IMsFormulaTransform;
    Formula: IMsFormula;
    Arima: IMsArimaTransform;
    TestList: IMsDiagnosticTestList;
    Test: IMsDiagnosticTest;
    DSettings: IMsRamseyRessetTestSettings;
    VarTrans: IMsFormulaTransformVariable;
    Coord: IMsFormulaTransformCoord;
    Calc: IMsMethodCalculation;
    DResults: IMsDiagnosticTestResults;
    Stat: ISpecificationTestStatistic;
Begin
    MB := MetabaseClass.Active;
    // Get modelling container key
    MsKey := MB.GetObjectKeyById("MS");
    // Get model
    Model := MB.ItemByIdNamespace("MODEL", MsKey).Bind As IMsModel;
    // Get model calculation parameters
    Transform := Model.Transform;
    Formula := Transform.FormulaItem(0);
    Arima := Formula.Method As IMsArimaTransform;
    // Get set of model diagnostic tests
    TestList := Arima.DiagnosticTests;
    // Find the Functional Form Criterion test
    Test := TestList.FindByType(MsDiagnosticTestType.RamseyResset);
    // Get test parameters
    DSettings := Test.Settings As IMsRamseyRessetTestSettings;
    // Set the number of additional regressors included into test regression.
    DSettings.Power := 3;
    // Set testing periods
    VarTrans := Transform.Outputs.Item(0);
    Coord := Transform.CreateCoord(VarTrans);
    Calc := Model.CreateCalculation As IMsMethodCalculation;
    Calc.Period.IdentificationStartDate := DateTime.ComposeDay(1990, 01, 01);
    Calc.Period.IdentificationEndDate := DateTime.ComposeDay(2007, 12, 31);
    Calc.Period.ForecastStartDate := DateTime.ComposeDay(2008, 01, 01);
    Calc.Period.ForecastEndDate := DateTime.ComposeDay(2010, 12, 31);
    // Execute testing
    DResults := Test.Execute(Calc As IMsMethodCalculation, Coord);
    // Output test results
    Stat := DResults.ChiTest;
    Debug.WriteLine("-- Chi-square statistic --");
    Debug.Write("     Value: ");
    Debug.WriteLine(Stat.Statistic);
    Debug.Write("     Probability: ");
    Debug.WriteLine(Stat.Probability);
    Stat := DResults.FTest;
    Debug.WriteLine("-- Fisher statistic --");
    Debug.Write("     Value: ");
    Debug.WriteLine(Stat.Statistic);
    Debug.Write("     Probability: ");
    Debug.WriteLine(Stat.Probability);
End Sub UserProc;

After executing the example the Functional Form Criterion diagnostic test is executed for the MODEL model, testing results are displayed in the console window.