ISmGrangerTest.MissingData

Syntax

Description

The MissingData property determines missing data treatment method.

Comments

By default missing data is not treated.

Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    GrangerCT: ISmGrangerTest;
    y: Array[10,4] Of Double;
    res, i, j: Integer;
    ResValue: Array Of Integer;
    PValue, TStat: Array Of Double;
Begin
    GrangerCT := New SmGrangerTest.Create;
    // values Y
    y[0, 0] := 6209;  y[0, 1] := 4110;  y[0, 2] := 3415;  y[0, 3] := 2822;
    y[1, 0] := 6385;  y[1, 1] := 4280;  y[1, 2] := 3673;  y[1, 3] := 3023;
    y[2, 0] := 6752;  y[2, 1] := 4459;  y[2, 2] := 4013;  y[2, 3] := 3131;
    y[3, 0] := 6837;  y[3, 1] := 4545;  y[3, 2] := 4278;  y[3, 3] := 3351;
    y[4, 0] := 6495;  y[4, 1] := 4664;  y[4, 2] := 4577;  y[4, 3] := 3463;
    y[5, 0] := 6907;  y[5, 1] := 4861;  y[5, 2] := 5135;  y[5, 3] := Double.Nan;
    y[6, 0] := 7349;  y[6, 1] := 5195;  y[6, 2] := 5388;  y[6, 3] := 3815;
    y[7, 0] := 7213;  y[7, 1] := 5389;  y[7, 2] := 5610;  y[7, 3] := 3960;
    y[8, 0] := 7061;  y[8, 1] := 5463;  y[8, 2] := 5787;  y[8, 3] := 4119;
    y[9, 0] := 7180;  y[9, 1] := 5610;  y[9, 2] := 6181;  y[9, 3] := 4351;
    GrangerCT.Data := y;
    GrangerCT.Lag := 1;
    GrangerCT.ConfidenceLevel := 0.05;

    GrangerCT.MissingData.Method := MissingDataMethod.SampleAverage;
    GrangerCT.MissingData.MethodParameter := 1000;
    res := GrangerCT.Execute;
    Debug.WriteLine("Probability matrix:");
    Debug.Indent;
    For i := 0 To GrangerCT.PValueMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.PValueMatrix.GetUpperBound(2) Do
            PValue := GrangerCT.PValueMatrix;
            Debug.Write(PValue[i, j].ToString + ", ");
        End For;
        Debug.WriteLine(" ");
    End For;
    Debug.Unindent;
    Debug.WriteLine("Result matrix:");
    Debug.Indent;
    For i := 0 To GrangerCT.ResValueMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.ResValueMatrix.GetUpperBound(2) Do
            ResValue := GrangerCT.ResValueMatrix;
            Debug.Write(ResValue[i, j].ToString + ", ");
        End For;
        Debug.WriteLine(" ");
    End For;
    Debug.Unindent;
    Debug.WriteLine("Fisher statistics matrix:");
    Debug.Indent;
    For i := 0 To GrangerCT.TStatMatrix.GetUpperBound(1) Do
        For j := 0 To GrangerCT.TStatMatrix.GetUpperBound(2) Do
            TStat := GrangerCT.TStatMatrix;
            Debug.Write(TStat[i, j].ToString + ", ");
        End For;
        Debug.WriteLine(" ");
    End For;
    Debug.Unindent;
End Sub UserProc;

After executing the example the console window displays probability matrix and Fisher statistics matrix.