IForecast.Value

Syntax

Value: Array;

Description

The Value property returns an array of forecasting series values.

Comments

Length of this array depends on the set last point of the forecast determined by the IForecast.LastPoint property. At the sample period this array contains missing data equal to Double.NAN or 1#.QNAN, which are followed by forecast values in the array.

Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    Method: SmLinearRegress;
    Factors: ISlSeries;
    Forecast: IForecast;
    Serie: Array[6] Of Double;
    Factor: Array[10] Of Double;
    Period: IStatPeriod;
    d0: Double;
    FirstPoint, LastPoint, status, i: Integer;
Begin
    Method := New SmLinearRegress.Create;
    // Set explained series
    Serie[00] := 6209; Serie[01] := 6385;
    Serie[02] := 6752; Serie[03] := 6837;
    Serie[04] := 6495; Serie[05] := Double.Nan;
    Method.Explained.Value := Serie;
    // Set explanatory series
    Factor[00] := 4110; Factor[01] := 4280;
    Factor[02] := 4459; Factor[03] := 4545;
    Factor[04] := 4664; Factor[05] := 4861;
    Factor[06] := 5195; Factor[07] := 5389;
    Factor[08] := 5463; Factor[09] := 5610;
    Factors := Method.Explanatories;
    Factors.Add.Value := Factor;
    // Get parameters of forecasting series
    Forecast := Method.Forecast;
    // Define autoregression parameters
    Forecast.ConfidenceLevel := 0.95;
    Forecast.CoefUncertaintyInSECalc := False;
    // Set sample period
    Period := Method.ModelPeriod;
    Period.FirstPoint := 1;
    Period.LastPoint := 6;
    // Set the first and the last forecast point
    Forecast.FirstPoint := 8;
    Forecast.LastPoint := 10;
    //Run calculation and output results
    status := Method.Execute;
    FirstPoint := Method.ModelPeriod.FirstPoint;
    LastPoint := Forecast.LastPoint;
    Debug.WriteLine("=== Forecasting series ===");
    For i := FirstPoint To LastPoint - 1 Do
        d0 := Forecast.Value[i];
        Debug.WriteLine(i.ToString + " " + d0.ToString);
    End For;
    Debug.WriteLine("=== Upper confidence bound ===");
    For i := FirstPoint To LastPoint - 1 Do
        d0 := Forecast.UpperConfidenceLevel[i];
        Debug.WriteLine(i.ToString + " " + d0.ToString);
    End For;
    Debug.WriteLine("=== Lower confidence bound ===");
    For i := FirstPoint To LastPoint - 1 Do
        d0 := Forecast.LowerConfidenceLevel[i];
        Debug.WriteLine(i.ToString + " " + d0.ToString);
    End For;
    Debug.WriteLine("=== Standard errors of forecast series ===");
    For i := FirstPoint To LastPoint - 1 Do
        d0 := Forecast.StandardError[i];
        Debug.WriteLine(i.ToString + " " + d0.ToString);
    End For;
End Sub UserProc;

After executing the example the console window displays calculations result:

Forecasting series values.
Upper and lower confidence limits.
Standard errors of forecasting series.