IDependenceForm.Residuals

Syntax

Residuals: Array;

Description

The Residuals property returns a dependency form residual series without seasonality.

Example

Sub Main;

Var

trend: SmCurveEstimation;

d0: Double;

status, i: Integer;

ar: Array Of Double;

Forms: IDependenceForms;

Dep: IDependenceForm;

Begin

trend := New SmCurveEstimation.Create;

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;

trend.Explanatory.IsTrend := True;

trend.ModelPeriod.LastPoint := 20;

trend.ForecastLastPoint := 30;

trend.SeasonalComponent.Mode := SeasonalityType.additive;

trend.SeasonalComponent.Cycle := 4;

status := trend.Execute;

If status <> 0 Then

Debug.WriteLine(trend.Errors);

Else

Forms := trend.DependenceForms;

Dep := Forms.Item(1);

Debug.WriteLine("Dependence form " + Dep.DisplayName);

Debug.WriteLine("=== Residual series without seasonality ===");

For i := 0 To Dep.Residuals.Length - 1 Do

d0 := Dep.Residuals[i];

Debug.WriteLine(i.ToString + ": " + d0.ToString);

End For;

End If;

End Sub Main;

After executing the example the console window displays the following results:

Module execution started

Dependence form: Quadratic

=== Residuals series without seasonality ===

0: -51.354545454543768

1: 27.164935064935889

2: 16.532125768969308

3: -22.452973342446057

4: -28.34036226930948

5: 13.969958988380313

6: 95.127990430623868

7: 100.93373205741682

8: -13.162816131236468

9: -84.061654135337449

10: -62.112781954886486

11: -43.516199589883399

12: 8.1780929596716305

13: -5.929904306219214

14: 48.809808612441884

15: -1.8027682843467119

16: 29.682365003418454

17: 6.3652084757359262

18: -121.10423786739557

19: 87.074025974026881

20: 1.#QNAN

21: 1.#QNAN

22: 1.#QNAN

23: 1.#QNAN

24: 1.#QNAN

Module execution finished