ISmExponentialSmoothing.MissingData

Syntax

MissingData: IMissingData;

Description

The MissingData property determines missing data treatment parameters.

Comments

If the model is estimated with seasonality, the method of missing data treatment is MissingDataMethod.Casewise cannot be used.

Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    Method: SmExponentialSmoothing;
    serie: Array[15] Of Double;
    Seasonal: ISeasonal;
    status, i: Integer;
Begin
    Method := New SmExponentialSmoothing.Create;
    serie[0] := 670.2000183;  serie[1] := 576.0680563;  serie[2] := Double.Nan;
    serie[3] := 856.9105808;  serie[4] := 885.4609516;  serie[5] := 1011.846431;
    serie[6] := 995.4496292;  serie[7] := 1064.74221;   serie[8] := Double.Nan;
    serie[9] := 717.6484268;  serie[10] := 751.9611194; serie[11] := 654.5472579;
    serie[12] := 678.2380139; serie[13] := 642.4128544; serie[14] := Double.Nan;
    Method.Serie.Value := serie;
    Method.Forecast.LastPoint := 40;
    Method.MissingData.Method := MissingDataMethod.LinInterpolation;
    Seasonal := Method.SeasonalComponent;
    Seasonal.Mode := SeasonalityType.Additive;
    Seasonal.Cycle := 4;
    status := Method.Execute;
    If status <> 0 Then
        Debug.WriteLine(Method.Errors);
        Else
            Debug.WriteLine("=== Model series ===");
            Debug.Indent;
            For i := 0 To Method.Fitted.Length - 1 Do
                Debug.WriteLine(Method.Fitted[i]);
            End For;
            Debug.Unindent;
    End If;
End Sub UserProc;

After executing the example the console window displays the modeling series.

See also:

ISmExponentialSmoothing