ISlMovingAverage.Coefficients

Syntax

Coefficients: ICoefficients;

Description

The Coefficients property returns moving average coefficients.

Example

Sub Main;

Var

Method: SmLinearRegress;

Factors: ISlSeries;

status: Integer;

Serie, Factor: Array Of Double;

AutoRegression: Array Of Integer;

MovingAverage: ISlMovingAverage;

Sub Print(Data: Array Of Double);

Var

i: Integer;

d: Double;

Begin

Debug.WriteLine("---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;

Debug.WriteLine("---End---");

End Sub Print;

Begin

Method := New SmLinearRegress.Create;

Serie := New Double[20];

Serie[00] := 6209;

Serie[01] := 6385;

Serie[02] := 6752;

Serie[03] := 6837;

Serie[04] := 6495;

Serie[05] := 6907;

Serie[06] := 7349;

Serie[07] := 7213;

Serie[08] := 7061;

Serie[09] := 7180;

Serie[10] := 7132;

Serie[11] := 7137;

Serie[12] := 7473;

Serie[13] := 7722;

Serie[14] := 8088;

Serie[15] := 8516;

Serie[16] := 8941;

Serie[17] := 9064;

Serie[18] := 9380;

Serie[19] := 9746;

Method.Explained.Value := Serie;

Factor := New Double[30];

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;

Factor[10] := 5948;

Factor[11] := 6218;

Factor[12] := 6521;

Factor[13] := 6788;

Factor[14] := 7222;

Factor[15] := 7486;

Factor[16] := 7832;

Factor[17] := 8153;

Factor[18] := 8468;

Factor[19] := 9054;

Factor[20] := 9907;

Factor[21] := 10333;

Factor[22] := 10863;

Factor[23] := 11693;

Factor[24] := 12242;

Factor[25] := 12227;

Factor[26] := 12910;

Factor[27] := 13049;

Factor[28] := 13384;

Factor[29] := 14036;

Factors := Method.Explanatories;

Factors.Add.Value := Factor;

AutoRegression := New Integer[1];

AutoRegression[0] := 1;

Method.AutoRegressionOrder := AutoRegression;

MovingAverage := Method.MovingAverage;

MovingAverage.Order := 3;

MovingAverage.Epsilon := 0.5;

MovingAverage.Backcast := False;

MovingAverage.MaxIteration := 125;

Method.ModelPeriod.LastPoint := 20;

Method.Forecast.LastPoint := 30;

status := Method.Execute;

If status <> 0 Then

Debug.WriteLine(Method.Errors);

Else

Debug.WriteLine("=== Moving average coefficients===");

Print(MovingAverage.Coefficients.Estimate);

Debug.WriteLine("=== Modeling series ===");

Print(Method.Fitted);

End If;

End Sub Main;

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

Module execution started

=== Moving average coefficients===

---Begin---

0, 0.78455897594941071

1, 0.025847960527559839

2, 0.86636257956345453

---End---

=== Modeling series ===

---Begin---

0, ---empty---

1, ---empty---

2, 6489.5899112585475

3, 6882.7982991546951

4, 6973.8683617464467

5, 6607.4452863772858

6, 7048.8672368220059

7, 7522.4315622991089

8, 7376.7194621523076

9, 7213.8647619882358

10, 7341.3628496166866

11, 7289.935049564875

12, 7295.2921120702722

13, 7655.2867124329559

14, 7922.0684252017318

15, 8314.2054005967984

16, 8772.76995105879

17, 9228.1202640175416

18, 9359.9040016503095

19, 9698.4703519914056

---End---

Module execution finished

See also:

ISlMovingAverage