IMsLinearRegressionTransform.PairCorrelationMatrix

Syntax

PairCorrelationMatrix(Calculation: IMsMethodCalculation; Coord: IMsFormulaTransformCoord): Array;

Parameters

Calculation. Settings required for model calculation.

Coord. The output variable slice for which calculation is performed.

Description

The PairCorrelationMatrix property returns a real array containing correlation matrix.

Example

Executing the example requires that the modeling container includes a model that uses the linear regression (OLS estimation) method for calculation.

Sub Main;

Var

MB: IMetabase;

MObj: IMetabaseObject;

Model: IMsModel;

Trans: IMsFormulaTransform;

VarTrans: IMsFormulaTransformVariable;

Tree: IMsFormulaTransformSlicesTree;

Slice: IMsFormulaTransformSlice;

Selector: IMsFormulaTransformSelector;

Formula: IMsFormula;

Linear: IMsLinearRegressionTransform;

Calc: IMsModelCalculation;

Coord: IMsFormulaTransformCoord;

PairArr: Array Of Double;

i, j: Integer;

Begin

MB := MetabaseClass.Active;

MObj := MB.ItemByIdNamespace("NEW_LINREG", MB.ItemById("KONT_MODEL").Key).Edit;

Model := MObj As IMsModel;

Trans := Model.Transform;

VarTrans := Trans.Outputs.Item(0);

Tree := VarTrans.SlicesTree(VarTrans);

Slice := Tree.CreateSlice(1);

Selector := Model.Transform.CreateSelector;

Selector.Slice := Slice;

Formula := Model.Transform.Transform(Selector);

Linear := Formula.Method As IMsLinearRegressionTransform;

Calc := Model.CreateCalculation;

Calc.Period.IdentificationStartDate := DateTime.ComposeDay(1990, 01, 01);

Calc.Period.IdentificationEndDate := DateTime.ComposeDay(2000, 12, 31);

Calc.Period.ForecastStartDate := DateTime.ComposeDay(2001, 01, 01);

Calc.Period.ForecastEndDate := DateTime.ComposeDay(2010, 12, 31);

Coord := Trans.CreateCoord(VarTrans);

//identification of equation

Linear.Identify(Calc As IMsMethodCalculation, Coord);

PairArr := Linear.PairCorrelationMatrix(Calc As IMsMethodCalculation, Coord);

For i := 0 To PairArr.GetUpperBound(1) Do

For j := 0 To PairArr.GetUpperBound(2) Do

Debug.Write(String.Format("{0,6:F}", PairArr[i, j]));

End For;

Debug.WriteLine("");

End For;

MObj.Save;

End Sub Main;

After executing the example the model equation coefficients are identified, and correlation matrix is displayed in the console window.