SummaryStatistics: ISummaryStatistics;
The SummaryStatistics property returns summary statistics of a dependence form.
In linearized trend models statistics are calculated for a source (non-linear) model.
To execute the example, add a link to the Stat system assembly.
Sub UserProc;
Var
trend: SmCurveEstimation;
Stat: Double;
status: Integer;
ar: Array[25] Of Double;
Forms: IDependenceForms;
Dep: IDependenceForm;
Begin
trend := New SmCurveEstimation.Create;
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("Dependency form " + Dep.DisplayName);
Stat := Dep.SummaryStatistics.DW;
Debug.WriteLine("=== Durbin-Watson statistic ===");
Debug.WriteLine(Stat);
Stat := Dep.SummaryStatistics.AIC;
Debug.WriteLine("=== Akaike information criterion ===");
Debug.WriteLine(Stat);
End If;
End Sub UserProc;
After executing the example the console window displays the following results:
Dependence form: Quadratic
=== Durbin-Watson statistic ===
1,58869528521005
=== Akaike information criterion ===
11,4737970155917
See also: