IDependenceForm.Forecast

Syntax

Description

The Forecast property determines parameters of the form forecasting series without seasonality.

Comments

The last forecast point and significance of confidence bounds are set in the ISmCurveEstimation.ForecastLastPoint and ISmCurveEstimation.ForecastConfidenceLevel properties respectively.

Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    trend: SmCurveEstimation;
    d0: Double;
    status, i: Integer;
    ar: Array Of Double;
    Forms: IDependenceForms;
    Dep: IDependenceForm;
    Forecast: IForecast;
Begin
    // Create object to find dependency form
    trend := New SmCurveEstimation.Create;
    // Set values of explanatory series
    ar := New Double[25];
    ar[00] := 4110; ar[01] := 4280; ar[02] := 4459;
    ar[03] := 4545; ar[04] := 4664; ar[05] := 4861;
    ar[06] := 5195; ar[07] := 5389; ar[08] := 5463;
    ar[09] := 5610; ar[10] := 5948; ar[11] := 6218;
    ar[12] := 6521; ar[13] := 6788; ar[14] := 7222;
    ar[15] := 7486; ar[16] := 7832; ar[17] := 8153;
    ar[18] := 8468; ar[19] := 9054; ar[20] := 9499;
    ar[21] := 9866; ar[22] := 10217; ar[23] := 10763;
    ar[24] := 10683;
    trend.Explained.Value := ar;
    // Set automatic generation of explanatory series
    trend.Explanatory.IsTrend := True;
    // Set end point of identification period
    trend.ModelPeriod.LastPoint := 20;
    // Set end point of forecasting series
    trend.ForecastLastPoint := 30;
    // Determine seasonality type
    trend.SeasonalComponent.Mode := SeasonalityType.additive;
    // Determine seasonality period
    trend.SeasonalComponent.Cycle := 4;
    // Run calculation and output results
    status := trend.Execute;
    If status <> 0 Then
        Debug.WriteLine(trend.Errors);
        Else
            Forms := trend.DependenceForms;
            Dep := Forms.Item(1);
            d0 := Dep.CriterionValue;
            Debug.WriteLine("Dependency form " + Dep.DisplayName);
            Debug.WriteLine("Criterion value " + ": " + d0.ToString);
            Forecast := Dep.Forecast;
            Debug.WriteLine("=== Forecasting series ===");
            For i := trend.ModelPeriod.LastPoint To Forecast.Value.Length - 1 Do
                d0 := Forecast.Value[i];
                Debug.WriteLine(i.ToString + ": " + d0.ToString);
            End For;
    End If;
End Sub UserProc;

After executing the example, the console window will display: dependency form, criterion value and forecasting series values with seasonality.