IChowTestLinRegress.ARSeasCoefficients

Syntax

Description

The ARSeasCoefficients property returns coefficients of seasonal autoregression.

Comments

The coefficients can be estimated if seasonal autoregression order is defined using the ISmChowTest.ARMA property.

Example

Add a link to the Stat system assembly.

Sub ChowTestSeas;
Var
    ChowTest: SmChowTest;
    can, fra, ger: Array[20] Of Double;
    E: Array Of Double;
    z: Array[20] Of Integer;
    res: Integer;
    LR: IChowTestLinRegress;
    ARMA: ISlARMA;
    //Data output procedure
    Sub Print(Data: Array Of Double);
    Var
        i: Integer;
    Begin
        Debug.Indent;
        For i := 0 To Data.Length - 1 Do
            Debug.Write(i.ToString + ", ");
            Debug.WriteLine(Data[i]);
        End For;
        Debug.Unindent;
    End Sub Print;
Begin
    ChowTest := New SmChowTest.Create;
    // Set values of can, fra, ger, z
    can[00] := 6209; fra[00] := 4110; ger[00] := 3415; z[00] := 0;
    can[01] := Double.Nan; fra[01] := 4280; ger[01] := 6385; z[01] := 0;
    can[02] := 6752; fra[02] := 4459; ger[02] := 6752; z[02] := 0;
    can[03] := 6837; fra[03] := 4545; ger[03] := 6837; z[03] := 0;
    can[04] := 6495; fra[04] := 4664; ger[04] := 6495; z[04] := 0;
    can[05] := Double.Nan; fra[05] := 4861; ger[05] := 6907; z[05] := 0;
    can[06] := 7349; fra[06] := 5195; ger[06] := 7349; z[06] := 0;
    can[07] := 7213; fra[07] := 5389; ger[07] := 7213; z[07] := 0;
    can[08] := 7061; fra[08] := 5463; ger[08] := 7061; z[08] := 0;
    can[09] := 7180; fra[09] := 5610; ger[09] := 7180; z[09] := 0;
    can[10] := 7132; fra[10] := 5948; ger[10] := 7132; z[10] := 0;
    can[11] := 7137; fra[11] := 6218; ger[11] := 7137; z[11] := 0;
    can[12] := 7473; fra[12] := 6521; ger[12] := 7473; z[12] := 1;
    can[13] := 7722; fra[13] := 6788; ger[13] := 7722; z[13] := 1;
    can[14] := Double.Nan; fra[14] := 7222; ger[14] := 8088; z[14] := 1;
    can[15] := 8516; fra[15] := 7486; ger[15] := 8516; z[15] := 1;
    can[16] := 8941; fra[16] := 7832; ger[16] := 8941; z[16] := 1;
    can[17] := 9064; fra[17] := 8153; ger[17] := 9064; z[17] := 1;
    can[18] := 9380; fra[18] := 8468; ger[18] := 9380; z[18] := 1;
    can[19] := Double.Nan; fra[19] := 9054; ger[19] := 9746; z[19] := 1;
    // Set values of explained variable and explanatories
    ChowTest.Explained.Value := can;
    ChowTest.Explanatories.Add.Value := fra;
    ChowTest.Explanatories.Add.Value := ger;
    // Set observation groups
    ChowTest.GroupSeparator := z;
    // Set constant determination mode
    ChowTest.Intercept.Mode := InterceptMode.AutoEstimate;
    // Set calculation period
    ChowTest.ModelPeriod.FirstPoint := 1;
    ChowTest.ModelPeriod.LastPoint := 20;
     // Set missing data treatment method
    ChowTest.MissingData.Method := MissingDataMethod.LinTrend;
    // Set parameters of seasonal autoregression and moving average
    ARMA := ChowTest.ARMA;
    ARMA.ParseARSeas("1");
    ARMA.ParseMASeas("1");
    // Set text type
    ChowTest.TestType := ChowTestType.BreakPoint;

    // Execute calculation and display results
    res := ChowTest.Execute;
    If res <> 0 Then
        Debug.WriteLine(ChowTest.Errors);
    Else
        If ChowTest.ChowTestResult Then
            Debug.WriteLine("Zero hypothesis is accepted")
        Else
            Debug.WriteLine("Zero hypothesis is not accepted");
        End If;
        Debug.WriteLine("First group equation:");
        LR := ChowTest.LR0;
        Debug.WriteLine("  coefficients:");
        E := LR.ModelCoefficients.Coefficients.Estimate;
        Print(E);
        Debug.WriteLine("  seasonal autoregression coefficients:");
        E := LR.ARSeasCoefficients.Estimate;
        Print(E);
        Debug.WriteLine("  seasonal moving average coefficients:");
        E := LR.MASeasCoefficients.Estimate;
        Print(E);
        Debug.WriteLine("Second group equation:");
        LR := ChowTest.LR1;
        Debug.WriteLine("  coefficients:");
        E := LR.ModelCoefficients.Coefficients.Estimate;
        Print(E);
        Debug.WriteLine("  seasonal autoregression coefficients:");
        E := LR.ARSeasCoefficients.Estimate;
        Print(E);
        Debug.WriteLine("  seasonal moving average coefficients:");

        E := LR.MASeasCoefficients.Estimate;
        Print(E);
        Debug.WriteLine("General equation:");
        LR := ChowTest.LR;
        Debug.WriteLine("  coefficients:");
        E := LR.ModelCoefficients.Coefficients.Estimate;
        Print(E);
        Debug.WriteLine("  seasonal autoregression coefficients:");
        E := LR.ARSeasCoefficients.Estimate;
        Print(E);
        Debug.WriteLine("  seasonal moving average coefficients:");
        E := LR.MASeasCoefficients.Estimate;
        Print(E);
    End If;
End Sub ChowTestSeas;

Example execution result: the console window shows the results of test calculation and values of coefficients for group equations.