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"its" :
{
"Item" :
{
"id" :
{
"id" : "89683"
},
"variant" : "2"
}
}
},
"aggregator" : "None",
"parametrizedDimensions" :
{
"its" :
{
"Item" :
{
"dimension" : "0",
"parameter" : "0"
}
}
},
"unitInfo" :
{
"unit" : "4294967295",
"measure" : "4294967295",
"baseUnit" : "4294967295",
"unitsDimensionKey" : "0"
},
"level" : "Year"
},
"date" : "1899-12-30"
},
"unitInfo" :
{
"unit" : "4294967295",
"measure" : "4294967295",
"baseUnit" : "4294967295",
"unitsDimensionKey" : "0"
},
"included" : "0"
},
"autoCorrelation" :
{
"acf" :
{
"d" :
[
"0.8806007142476413",
"0.7755396833857469",
"0.6492537711209424",
"0.5441074569585843",
"0.4357976653696499",
"0.3308992057992645",
"0.230094344651138",
"0.1340653483289803",
"0.04349448323650126",
"-0.04093598422258941"
]
},
"pacf" :
{
"d" :
[
"0.8806007142476413",
"0.0003654786750526034",
"-0.1503469976514621",
"0.009199850923512483",
"-0.06627064694467796",
"-0.07473420934025392",
"-0.05207086459054212",
"-0.06025413480285589",
"-0.06127247771726842",
"-0.05803709524513948"
]
},
"qStatistics" :
{
"d" :
[
"22.58132583422224",
"40.82566711623952",
"54.16802252411557",
"63.96468294205459",
"70.54856258696468",
"74.53415453907314",
"76.5627229925804",
"77.2896519275377",
"77.37066419885673",
"77.44691104245111"
]
},
"probability" :
{
"d" :
[
"2.014330523714136e-06",
"1.364014567961647e-09",
"1.033195751176663e-11",
"4.251043961289724e-13",
"7.882583474838611e-14",
"4.785061236134425e-14",
"6.905587213168474e-14",
"1.714184350021242e-13",
"5.370148770111882e-13",
"1.585953590677036e-12"
]
},
"confidenceLevel" : "0.3779644730092272"
},
"armaCoefficients" :
{
"orderAR" : "",
"orderMA" : "",
"coefficientsAR" :
{
"estimate" : "",
"standardError" : "",
"tStatistic" : "",
"probability" : ""
},
"coefficientsMA" :
{
"estimate" : "",
"standardError" : "",
"tStatistic" : "",
"probability" : ""
},
"orderARSeas" : "",
"orderMASeas" : "",
"coefficientsARSeas" :
{
"estimate" : "",
"standardError" : "",
"tStatistic" : "",
"probability" : ""
},
"coefficientsMASeas" :
{
"estimate" : "",
"standardError" : "",
"tStatistic" : "",
"probability" : ""
}
},
"statCoefficients" :
{
"intercept" :
{
"mode" : "AutoEstimate",
"estimate" : "21.1",
"standardError" : "2.402626767647315",
"tStatistic" : "8.782054826044169",
"probability" : "4.117620577837044e-09"
},
"coefficients" :
{
"estimate" : "",
"standardError" : "",
"tStatistic" : "",
"probability" : ""
}
}
},
"summaryStatistics" :
{
"stR2" : "-2.220446049250313e-16",
"stAdjR2" : "-2.220446049250313e-16",
"stR2_2" : "-2.220446049250313e-16",
"stAdjR2_2" : "-2.220446049250313e-16",
"stSE" : "12.25104077211402",
"stSSR" : "3752.200000000001",
"stLogL" : "-101.5284158459659",
"stDW" : "0.02452161398646127",
"stDWLowerBound" : "5.059215779628777e-27",
"stDWUpperBound" : "5.059215779628777e-27",
"stSD" : "12.25104077211402",
"stAIC" : "7.886801218920452",
"stSC" : "7.935189547305892",
"stFstat_2" : "-INF",
"stProbFstat_2" : "NaN",
"stFstat" : "-INF",
"stProbFstat" : "NaN",
"stME" : "-5.465713352000771e-15",
"stMAE" : "10.4",
"stMSE" : "144.3153846153846",
"stMaxAE" : "20.1",
"stSqMSE" : "12.01313383823658",
"stVE" : "144.3153846153846",
"stSEE" : "12.01313383823657",
"stMD" : "21.1",
"stHQcriterion" : "7.900735306675025",
"stAvgLogL" : "NaN",
"stMcFaddenRsquared" : "NaN",
"stRestrLogL" : "NaN",
"stLRstatistic" : "NaN",
"stLRprobability" : "NaN",
"stIncludedObservations" : "26",
"stJstat" : "NaN",
"stProbJstat" : "NaN",
"stNumOfIter" : "-1",
"stJBStat" : "1.524528747984945",
"stProbJBStat" : "0.4666086533649697"
},
"name" : "21.1000",
"evaluateSeries" :
{
"its" :
{
"Item" :
{
"scenarioKey" : "4294967295",
"fact" :
{
"d" :
[
"1",
"4",
"2",
"7",
"7.5",
"9.1",
"10.7",
"12.3",
"13.9",
"15.5",
"17.1",
"18.7",
"20.3",
"21.9",
"23.5",
"25.1",
"26.7",
"28.3",
"29.9",
"31.5",
"33.1",
"34.7",
"36.3",
"37.9",
"39.5",
"41.1",
"NaN",
"NaN",
"NaN"
]
},
"modelling" :
{
"d" :
[
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"21.1",
"NaN",
"NaN",
"NaN"
]
},
"residuals" :
{
"d" :
[
"-20.1",
"-17.1",
"-19.1",
"-14.1",
"-13.6",
"-12.00000000000001",
"-10.40000000000001",
"-8.800000000000004",
"-7.200000000000005",
"-5.600000000000005",
"-4.000000000000004",
"-2.400000000000006",
"-0.8000000000000043",
"0.7999999999999936",
"2.399999999999995",
"3.999999999999996",
"5.599999999999994",
"7.199999999999996",
"8.799999999999994",
"10.4",
"12",
"13.6",
"15.19999999999999",
"16.79999999999999",
"18.4",
"20",
"NaN",
"NaN",
"NaN"
]
},
"input" :
{
"d" :
[
"3",
"7",
"2",
"6",
"4",
"1",
"5",
"3.42857143",
"3.28571429",
"3.14285714",
"3",
"2.85714286",
"2.71428571",
"2.57142857",
"2.42857143",
"2.28571429",
"2.14285714",
"2",
"1.85714286",
"1.71428571",
"1.57142857",
"1.42857143",
"1.28571429",
"1.14285714",
"1",
"0.85714286",
"0.71428571",
"0.57142857",
"NaN",
"NaN",
"NaN"
]
},
"factors" :
{
"its" : ""
}
}
},
"dates" :
{
"it" :
[
"1990A1",
"1991A1",
"1992A1",
"1993A1",
"1994A1",
"1995A1",
"1996A1",
"1997A1",
"1998A1",
"1999A1",
"2000A1",
"2001A1",
"2002A1",
"2003A1",
"2004A1",
"2005A1",
"2006A1",
"2007A1",
"2008A1",
"2009A1",
"2010A1",
"2011A1",
"2012A1",
"2013A1",
"2014A1",
"2015A1",
"2016A1",
"2017A1",
"2018A1",
"2019A1",
"2020A1"
]
}
},
"inversionInfo" :
{
"type" : "None",
"lag" : "PrecidingValue",
"previousLag" : "-1",
"seasonality" : "None",
"dependence" : "Linear",
"K" : "3"
},
"doUseR" : "0",
"supportsR" : "1"
},
"calendarLevel" : "Year",
"outputSliceKey" : "0"
}
]
}
},
"displayId" : "0",
"kind" : "Simple"
},
"warnings" : "",
"readOnly" : "0"
}
}
}
},
"visualController" :
{
"userRPath" : "",
"isRExist" : "0"
},
"suppressEmptyFilter" :
{
"suppressEmpty" : "0",
"suppressEmptyArea" : "SerieBounds"
},
"readOnly" : "0",
"variableTestUseR" : "0",
"calculateIdentOnFact" : "0"
},
"useScenarios" : "0",
"readOnly" : "0"
}
}
}
}
}
public static MsCalculationChainEntry GetMsCalcEq(MsId ms, ulong modelKey, ulong eqKey)
{
var getMsOp = new GetMs();
// Set operation execution parameters
getMsOp.tMs = ms;
getMsOp.tArg = new GetMsArg()
{ // Set data getting pattern
pattern = new MsMdPattern()
{
obInst = false,
all = false,
item = new MsItemPattern()
{ // Specify model key
key = modelKey,
problem = new MsProblemPattern()
{
metamodel = new MsMetaModelPattern()
{
calculationChain = ListOperation.Get,
calcChainPattern = new MsCalculationChainPattern()
{
entryKeys = new long[] { (long)eqKey },
modelPattern = new MsModelPattern()
{
transform = new MsFormulaTransformPattern()
{
kind = true,
formulas = new TsFormulaPattern()
{
method = new TsMethodPattern() { }
},
displayId = true,
equationsFormula = new TsFormulaPattern()
{
method = new TsMethodPattern() { }
}
}
}
}
}
}
}
}, // Set equation calculation parameters
execParams = new MsMdExecParams()
{
k = 0,
execMethod = true,
execEvaluateSeries = true,
execGenerateName = true,
execSummaryStatistics = true,
execAutoCorrelation = true,
execCoefficients = true,
execStatCoefficients = true,
execARMACoefficients = true,
modelKeys = new long[] { (long)eqKey },
scenarioKeys = new long[] { },
execInitDefault = true,
options = null
}
};
// Create a proxy object for operation execution
var somClient = new SomPortTypeClient();
GetMsResult getMsResult = somClient.GetMs(getMsOp);
MsCalculationChainEntry chainEntry = getMsResult.meta.item.problemMd.metamodel.calculationChain.its.GetValue(0) as MsCalculationChainEntry;
// Display errors and warnings
MsModel eq = chainEntry.model;
if (eq.warnings != null)
{
Console.WriteLine("-- Warnings --");
Console.WriteLine("".PadRight(3) +printArray(eq.warnings));
}
if (eq.error == null) //Check if errors occurred on equation calculation
{ // Equation is calculated without errors
// Get calculation results
TsFormula formula = eq.transform.formulas.its.GetValue(0) as TsFormula;
TsArimaMethod arima = formula.method.arima;
// Get summary statistics and display into console window
StatSummaryStatistics stat = formula.method.summaryStatistics;
PrintStat(stat);
// Get coefficient values and display into console window
StatModelCoefficients coef = arima.statCoefficients;
PrintCoef(coef);
// Get values of autoregression coefficients, moving average coefficients and display into console window
SlARMA armaCoef = arima.armaCoefficients;
printARMA(armaCoef);
// Get autocorrelation analysis values
MsAutoCorrelationResult corr = arima.autoCorrelation;
printCorrel(corr);
// Get calculated values and display into console window
MsEvaluateSeriesResult seriesRes = formula.method.evaluateSeries;
printSeries(seriesRes);
}
else // Errors occurred on equation calculation
{
Console.WriteLine("-- Errors --");
Console.WriteLine(eq.error);
}
// Returns the model that contains equation
return chainEntry;
}
//Procedure of displaying summary statistics values into console window
public static void PrintStat(StatSummaryStatistics stat)
{
Console.WriteLine("-- Summary statistics --");
Console.WriteLine("".PadRight(3) + "- Quality criteria -");
Console.WriteLine("".PadRight(6) + "- determination coefficient: " + stat.stR2);
Console.WriteLine("".PadRight(6) + "- adjusted determination coefficient: " + stat.stAdjR2);
Console.WriteLine("".PadRight(6) + "- determination coefficient (uncentered): " + stat.stR2_2);
Console.WriteLine("".PadRight(6) + "- adjusted determination coefficient (uncentered): " + stat.stAdjR2_2);
Console.WriteLine("".PadRight(6) + "- Fisher statistics: " + stat.stFstat);
Console.WriteLine("".PadRight(6) + "- Fisher statistics probability: " + stat.stProbFstat);
Console.WriteLine("".PadRight(6) + "- log-likelihood function: " + stat.stLogL);
Console.WriteLine("".PadRight(6) + "- Akaike information criterion: " + stat.stAIC);
Console.WriteLine("".PadRight(6) + "- Schwarz information criterion: " + stat.stSC);
Console.WriteLine("".PadRight(6) + "- standard error: " + stat.stSE);
Console.WriteLine("".PadRight(6) + "- J-statistics: " + stat.stJstat);
Console.WriteLine("".PadRight(6) + "- J-statistics probability: " + stat.stProbJstat);
Console.WriteLine("".PadRight(3) + "- diagnostic criteria -");
Console.WriteLine("".PadRight(6) + "- Durbin-Watson statistic: " + stat.stDW);
Console.WriteLine("".PadRight(9) + "- lower limit probability: " + stat.stDWLowerBound);
Console.WriteLine("".PadRight(9) + "- upper limit probability: " + stat.stDWUpperBound);
Console.WriteLine("".PadRight(6) + "- HQ-criterion: " + stat.stHQcriterion);
Console.WriteLine("".PadRight(6) + "- mean of log-likelihood function: " + stat.stAvgLogL);
Console.WriteLine("".PadRight(6) + "- McFadden determination coefficient: " + stat.stMcFaddenRsquared);
Console.WriteLine("".PadRight(6) + "- restricted log-likelihood function: " + stat.stRestrLogL);
Console.WriteLine("".PadRight(6) + "- LR statistics: " + stat.stLRstatistic);
Console.WriteLine("".PadRight(6) + "- p-value of probability for the LR-statistics: " + stat.stLRprobability);
Console.WriteLine("".PadRight(3) + "- residual analysis -");
Console.WriteLine("".PadRight(6) + "- mean error: " + stat.stME);
Console.WriteLine("".PadRight(6) + "- mean absolute error: " + stat.stMAE);
Console.WriteLine("".PadRight(6) + "- mean squared error: " + stat.stMSE);
Console.WriteLine("".PadRight(6) + "- root mean squared error: " + stat.stSqMSE);
Console.WriteLine("".PadRight(6) + "- standard deviation of residuals: " + stat.stSEE);
Console.WriteLine("".PadRight(6) + "- Jarque-Bera statistics: " + stat.stJBStat);
Console.WriteLine("".PadRight(6) + "- sum of squared residuals: " + stat.stSSR);
Console.WriteLine("".PadRight(6) + "- maximum absolute error: " + stat.stMaxAE);
Console.WriteLine("".PadRight(3) + "- Common -");
Console.WriteLine("".PadRight(6) + "- number of observations: " + stat.stIncludedObservations);
Console.WriteLine("".PadRight(6) + "- number of iterations after which the method has converged: " + stat.stNumOfIter);
Console.WriteLine("".PadRight(6) + "- average of dependent variable: " + stat.stMD);
Console.WriteLine("".PadRight(6) + "- standard deviation of dependent variable: " + stat.stSD);
Console.WriteLine("".PadRight(6) + "- residual variable: " + stat.stVE);
}
// Procedure of displaying coefficient values into console window
public static void PrintCoef(StatModelCoefficients coef)
{
Console.WriteLine("-- Coefficients --");
StatIntercept constVal = coef.intercept;
Console.WriteLine("".PadRight(3)+"- Constant -");
Console.WriteLine("".PadRight(6)+" - calculation mode: "+constVal.mode);
Console.WriteLine("".PadRight(6)+" - value: "+constVal.estimate);
Console.WriteLine("".PadRight(6)+" - standard error: "+constVal.standardError);
Console.WriteLine("".PadRight(6)+" - t-statistics: "+constVal.tStatistic);
Console.WriteLine("".PadRight(6)+" - probablity: "+constVal.probability);
Console.WriteLine("".PadRight(3) + "- Factor -");
PrintStatCoef(6, coef.coefficients);
}
public static void PrintStatCoef(int pad, StatCoefficients statCoef)
{
Console.WriteLine("".PadRight(pad) + " - value: " + printArray(statCoef.estimate));
Console.WriteLine("".PadRight(pad) + " - standard error: " + printArray(statCoef.standardError));
Console.WriteLine("".PadRight(pad) + " - t-statistics: " + printArray(statCoef.tStatistic));
Console.WriteLine("".PadRight(pad) + " - probability: " + printArray(statCoef.probability));
}
// Procedure of displaying ARMA coefficients into console window
public static void printARMA(SlARMA armaCoef)
{
Console.WriteLine("-- Autoregression and moving average cofficients --");
Console.WriteLine("".PadRight(3) + "- Autoregression coefficients -");
PrintStatCoef(6, armaCoef.coefficientsAR);
Console.WriteLine("".PadRight(3) + "- Seasonal autoregression coefficients -");
PrintStatCoef(6, armaCoef.coefficientsARSeas);
Console.WriteLine("".PadRight(3) + "- Moving average coefficients -");
PrintStatCoef(6, armaCoef.coefficientsMA);
Console.WriteLine("".PadRight(3) + "- Seasonal moving average coefficients -");
PrintStatCoef(6, armaCoef.coefficientsMASeas);
}
// Procedure of displaying calculated values
public static void printSeries(MsEvaluateSeriesResult seriesRes)
{
Console.WriteLine("-- Calculated values --");
MsEvaluateSeriesResultForScenario res = seriesRes.its.GetValue(0) as MsEvaluateSeriesResultForScenario;
Console.WriteLine("".PadRight(3) + "- Scenario data -");
Console.WriteLine("".PadRight(6) + "- key: "+ res.scenarioKey);
Console.WriteLine("".PadRight(3) + "- Calculation dates -");
Console.WriteLine("".PadRight(6) + printArray(seriesRes.dates));
Console.WriteLine("".PadRight(3) + "- Source series -");
Console.WriteLine("".PadRight(6) + printArray(res.fact));
if (res.modelling != null)
{
Console.WriteLine("".PadRight(3) + "- Modeling series -");
Console.WriteLine("".PadRight(6) + printArray(res.modelling));
}
if (res.forecast != null)
{
Console.WriteLine("".PadRight(3) + "- Forecasting series -");
Console.WriteLine("".PadRight(6) + printArray(res.forecast));
}
if (res.residuals != null)
{
Console.WriteLine("".PadRight(3) + "- Residual series -");
Console.WriteLine("".PadRight(6) + printArray(res.residuals));
}
if (res.lowerConfidenceLevel != null)
{
Console.WriteLine("".PadRight(3) + "- Lower confidence limit -");
Console.WriteLine("".PadRight(6) + printArray(res.lowerConfidenceLevel));
}
if (res.upperConfidenceLevel != null)
{
Console.WriteLine("".PadRight(3) + "- Upper confidence limit -");
Console.WriteLine("".PadRight(6) + printArray(res.upperConfidenceLevel));
}
if (res.dLowerConfidenceLevel != null)
{
Console.WriteLine("".PadRight(3) + "- Lower dynamic confidence limit -");
Console.WriteLine("".PadRight(6) + printArray(res.dLowerConfidenceLevel));
}
if (res.dUpperConfidenceLevel != null)
{
Console.WriteLine("".PadRight(3) + "- Upper dynamic confidence limit -");
Console.WriteLine("".PadRight(6) + printArray(res.dUpperConfidenceLevel));
}
if (res.factsMatrix != null)
{
Console.WriteLine("".PadRight(3) + "- Factor matrix -");
Console.WriteLine("".PadRight(6) + printArray(res.factsMatrix));
}
}
// Procedure of displaying autocorrelation analysis results into console window
public static void printCorrel(MsAutoCorrelationResult corr)
{
Console.WriteLine("-- ACF and PACF --");
Console.WriteLine("".PadRight(3) + " - confidence limits relevance: " + corr.confidenceLevel);
Console.WriteLine("".PadRight(3) + " - Ljung-Box q-statistics -");
Console.WriteLine("".PadRight(6) + printArray(corr.qStatistics));
Console.WriteLine("".PadRight(3) + " - q-statistics probability -");
Console.WriteLine("".PadRight(6) + printArray(corr.probability));
Console.WriteLine("".PadRight(3) + " - Autocorrelation function - ");
Console.WriteLine("".PadRight(6) + printArray(corr.acf));
Console.WriteLine("".PadRight(3) + " - Partial autocorrelation function - ");
Console.WriteLine("".PadRight(6) + printArray(corr.pacf));
}
// Procedure of displaying array of values into console window
public static string printArray(Array arr)
{
if (arr != null)
{
int rank = arr.Rank;
string s = "";
if (rank == 1)
{
for (int i = 0; i <= (arr.Length - 1); i++)
{
s = s + arr.GetValue(i) + "; ";
};
}
else
{
for (int i = 0; i <= (arr.GetLength(0) - 1); i++)
{
for (int j = 0; j <= (arr.GetLength(1) - 1); j++)
{
s = s + arr.GetValue(i, j) + "; ";
};
s = s + "\n\r";
};
};
return s;
}
else { return "No values"; };
}