IMsLinearRegressionTransform.StatCoefficients

Syntax

StatCoefficients(Coord: IMsFormulaTransformCoord): IModelCoefficients;

Parameters

Coord. Output variable slice for which the calculation is performed.

Description

The StatCoefficients property returns values of summary statistics calculated for identified equation coefficients.

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;

Model: IMsModel;

Trans: IMsFormulaTransform;

VarTrans: IMsFormulaTransformVariable;

Tree: IMsFormulaTransformSlicesTree;

Slice: IMsFormulaTransformSlice;

Selector: IMsFormulaTransformSelector;

Formula: IMsFormula;

Linear: IMsLinearRegressionTransform;

Calc: IMsModelCalculation;

Period: IMsModelPeriod;

Coord: IMsFormulaTransformCoord;

Coef: ICoefficients;

a: Array Of Double;

i: Integer;

Begin

MB := MetabaseClass.Active;

Model := MB.ItemByIdNamespace("New_LinReg", MB.ItemById("KONT_MODEL").Key).Bind 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;

Period := Calc.Period;

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

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

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

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

Coord := Trans.CreateCoord(VarTrans);

Linear.Identify(Calc As IMsMethodCalculation, Coord);

Coef := Linear.StatCoefficients(Coord).Coefficients;

Debug.WriteLine("Values");

a := Coef.Estimate;

For i := 0 To a.Length - 1 Do

Debug.WriteLine(a[i]);

End For;

Debug.WriteLine("Probability");

a := Coef.Probability;

For i := 0 To a.Length - 1 Do

Debug.WriteLine(a[i]);

End For;

Debug.WriteLine("Standard error");

a := Coef.StandardError;

For i := 0 To a.Length - 1 Do

Debug.WriteLine(a[i]);

End For;

Debug.WriteLine("t-statistic value");

a := Coef.TStatistic;

For i := 0 To a.Length - 1 Do

Debug.WriteLine(a[i]);

End For;

End Sub Main;

After executing the example the model equation coefficients are identified. The console window displays summary statistics values calculated for the coefficients.