IChowTestLinRegress.Fitted

Syntax

Fitted: Array;

Description

The Fitted property returns a modeling series.

Comments

Values are available after method calculation.

Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    ChowTest: SmChowTest;
    can, fra, ger, d0: Array Of Double;
    z: Array Of Integer;
    res, i: Integer;
    LR: IChowTestLinRegress;
Begin
    ChowTest := New SmChowTest.Create;
    can := New Double[20];
    fra := New Double[20];
    ger := New Double[20];
    z := New Integer[20];
    // Set values for variables
    can[00] := 6209; fra[00] := 4110; ger[00] := 3415; z[00] := 0;
    can[01] := 6385; 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] := 6907; 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] := 8088; 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] := 9746; fra[19] := 9054; ger[19] := 9746; z[19] := 1;

    // Set explained variable
    ChowTest.Explained.Value := can;
    // Set explanatory variables
    ChowTest.Explanatories.Add.Value := fra;
    ChowTest.Explanatories.Add.Value := ger;
    // Set observation groups
    ChowTest.GroupSeparator := z;
    // Use auto estimation of constant value
    ChowTest.Intercept.Mode := InterceptMode.AutoEstimate;
    // Set sample period parameters
    ChowTest.ModelPeriod.FirstPoint := 1;
    ChowTest.ModelPeriod.LastPoint := 20;
    // Set test type
    ChowTest.TestType := ChowTestType.BreakPoint;
    // Run calculation and show 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 rejected");
            End If;
            Debug.WriteLine("Modeling series:");
            Debug.WriteLine("LR0:");
            LR := ChowTest.LR0;
            For i := 0 To LR.Fitted.Length - 1 Do
                Debug.WriteLine(LR.Fitted[i]);
            End For;
            Debug.WriteLine("LR1:");
            LR := ChowTest.LR1;
            For i := 0 To LR.Fitted.Length - 1 Do
                Debug.WriteLine(LR.Fitted[i]);
            End For;

            Debug.WriteLine("Residuals:");
            Debug.WriteLine("LR0:");
            LR := ChowTest.LR0;
            For i := 0 To LR.Residuals.Length - 1 Do
                Debug.WriteLine(LR.Residuals[i]);
            End For;
            Debug.WriteLine("LR1:");
            LR := ChowTest.LR1;
            For i := 0 To LR.Residuals.Length - 1 Do
                Debug.WriteLine(LR.Residuals[i]);
            End For;
            Debug.WriteLine("Akaike criterion:");
            Debug.WriteLine("LR0: " + ChowTest.LR0.SummaryStatistics.AIC.ToString);
            Debug.WriteLine("LR1: " + ChowTest.LR1.SummaryStatistics.AIC.ToString);
    End If;
End Sub UserProc;

After executing the example the console window displays test calculation results: modeling series, residuals and summary statistics, a message that zero hypothesis about absence of structural changes is not accepted.