ISmGreyForecast.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
    Grey: ISmGreyForecast;
    y: Array[43] Of Double;
    d0, d1: Double;
    res, i: Integer;
Begin
    Grey := New SmGreyForecast.Create;
    // Set variable values
    y[00] := 6209; y[01] := 6385; y[02] := 6752; y[03] := 6837; y[04] := 6495;
    y[05] := 6907;  y[06] := 7349;  y[07] := 7213;  y[08] := 7061;  y[09] := Double.Nan;
    y[10] := 7132;  y[11] := 7137;  y[12] := 7473;  y[13] := 7722;  y[14] := 8088;
    y[15] := 8516; y[16] := 8941; y[17] := 14036; y[18] := 15010; y[19] := 9746;
    y[20] := 9907;  y[21] := 10333; y[22] := 10863; y[23] := 11693; y[24] := 12242;
    y[25] := 12227; y[26] := 12910; y[27] := 13049; y[28] := 13384; y[29] := Double.Nan;
    y[30] := 14242; y[31] := 14704; y[32] := 13802; y[33] := 14197; y[34] := Double.Nan;
    y[35] := 15589; y[36] := 15932; y[37] := 16631; y[38] := 17394; y[39] := 17758;
    y[40] := 17308; y[41] := 16444; y[42] := 16413;
    // Determine explained series
    Grey.Serie.Value := y;
    // Define parameters of sample period
    Grey.ModelPeriod.FirstPoint := 1;
    Grey.ModelPeriod.LastPoint := 40;
    // Determine forecasting series parameters
    Grey.Forecast.LastPoint := 45;
    Grey.Forecast.ConfidenceLevel := 0.8;
    // Determine missing data treatment method
    Grey.MissingData.Method := MissingDataMethod.SampleAverage;
    // Execute method calculation and output results
    res := Grey.Execute;
    If res <> 0 Then
    Debug.WriteLine(Grey.Errors);
    Else
        Debug.WriteLine("Source series / Model series");
        Debug.Indent;
        For i := 0 To Grey.ModelPeriod.LastPoint - 1 Do
            d0 := Y[i];
            d1 := Grey.Fitted[i];
            Debug.WriteLine((i+1).ToString + ". " + d0.ToString + " / "+d1.ToString);
        End For;
        Debug.Unindent;
        Debug.WriteLine("Residuals");
        Debug.Indent;
        For i := 0 To Grey.Residuals.Length - 1 Do
            Debug.WriteLine(Grey.Residuals[i]);
        End For;
        Debug.Unindent;
        Debug.WriteLine(" Constant: ");
        d0 := Grey.ModelCoefficients.Intercept.Estimate;
        Debug.WriteLine("Value: " + d0.ToString);
        d0 := Grey.ModelCoefficients.Intercept.StandardError;
        Debug.WriteLine("Standard error: " + d0.ToString);
        d0 := Grey.ModelCoefficients.Intercept.TStatistic;
        Debug.WriteLine("t-statistic: " + d0.ToString);
        d0 := Grey.ModelCoefficients.Intercept.Probability;
        Debug.WriteLine("Probability: " + d0.ToString);
        Debug.WriteLine("Summary statistics");
Debug.WriteLine("Durbin-Watsonstatistic");         Debug.WriteLine(Grey.SummaryStatistics.DW);
        Debug.WriteLine("Mean error");
        Debug.WriteLine(Grey.SummaryStatistics.ME);
    End If;
End Sub UserProc;

After executing the example the console window displays values of source and modeling series, residuals, model coefficients, and summary statistics.