ISlEquation.Fitted

Syntax

Fitted: Array;

Description

The Fitted property returns an array of modeling series values.

Comments

Values are available after method calculation.

Example

Add a link to the Stat system assembly.

Sub Print(Data: Array Of Double);
Var
    i: Integer;
    d: Double;
Begin
    For i := 0 To Data.Length - 1 Do
        If Double.IsNan(Data[i]) Then
            Debug.WriteLine(i.ToString + ", ---empty---");
            Else
                d := Data[i];
                Debug.WriteLine(i.ToString + ", " + d.ToString);
        End If;
    End For;
End Sub Print;

Sub UserProc;
Var
    ar1, ar2: Array[0..15] Of Double;
    j, res: Integer;
    vars: ISmVectorAutoRegress;
    Eqs: ISlEquations;
    Eq: ISlEquation;
    ARO: Array[0..0] Of Integer;
Begin
    vars := New SmVectorAutoRegress.Create;
    // Set values for variables
    ar1[0] := 3; ar2[0] := 5;
    ar1[1] := 8; ar2[1] := 3;
    ar1[2] := 12; ar2[2] := 9;
    ar1[3] := 10; ar2[3] := 13;
    ar1[4] := 26; ar2[4] := 25;
    ar1[5] := 21; ar2[5] := 21;
    ar1[6] := 35; ar2[6] := 30;
    ar1[7] := 29; ar2[7] := 33;
    ar1[8] := 40; ar2[8] := 43;
    ar1[9] := 39; ar2[9] := 37;
    ar1[10] := 51; ar2[10] := 49;
    ar1[11] := 50; ar2[11] := 47;
    ar1[12] := 59; ar2[12] := 60;
    ar1[13] := 58; ar2[13] := 59;
    ar1[14] := 65; ar2[14] := 69;
    ar1[15] := 72; ar2[15] := 68;
    ARO[0] := 1;
    Eqs := vars.Equations;
    Eq := Eqs.Add;
    // Determine explained series
    Eq.Serie.Value := ar1;
    // Determine autoregression orders
    Eq.AutoRegressionOrder := ARO;
    // Determine the last forecast point
    Eq.Forecast.LastPoint := 16;
    // Determine parameters of equation constant
    Eq.Intercept.Mode := InterceptMode.AutoEstimate;
    Eq := Eqs.Add;
    // Determine explained series
    Eq.Serie.Value := ar2;
    // Determine autoregression orders
    Eq.AutoRegressionOrder := ARO;
    // Determine the last forecast point
    Eq.Forecast.LastPoint := 16;
    // Determine parameters of equation constant
    Eq.Intercept.Mode := InterceptMode.AutoEstimate;
    // Define parameters of sample period
    vars.ModelPeriod.FirstPoint := 1;
    vars.ModelPeriod.LastPoint := 16;
    // Run calculation and show results
    res := vars.Execute;
    If res <> 0 Then
        Debug.Writeline(vars.Errors);
        Else
            For j := 0 To Eqs.Count - 1 Do
                Debug.WriteLine("=== Modeling series for equation " + j.ToString + " ===");
                Print(Eqs.Item(j).Fitted);
            End For;
    End If;
End Sub UserProc;

After executing the example the console window displays modeling series of vector autoregression equations: