SmoothingParameter: Double;
The SmoothingParameter property determines smoothing parameter.
Smoothing parameter is a time interval used to calculate the elements mean. The greater is the parameter, the smoother is the series.
Value of smoothing parameter should be selected as follows:
100 - for annual data.
1600 for quarterly data.
14400 for monthly data.
Add a link to the Stat system assembly.
Sub UserProc;
Var
HP: SmHodrickPrescottFilter;
s: Array[15] Of Double;
res, i: Integer;
Begin
HP := New SmHodrickPrescottFilter.Create;
// Set values for variables
s[00] := 670.2; s[01] := 576.06; s[02] := 717.64;
s[03] := 856.9; s[04] := 885.4; s[05] := Double.Nan;
s[06] := 995.44; s[07] := 1064.74; s[08] := 1033.3;
s[09] := 780.8; s[10] := 657.5; s[11] := Double.Nan;
s[12] := 678.23; s[13] := 642.41; s[14] := 751.9;
HP.Serie.Value := s;
// Set sample period
HP.ModelPeriod.FirstPoint := 1;
HP.ModelPeriod.LastPoint := 15;
// Specify missing data treatment method
HP.MissingData.Method := MissingDataMethod.SampleAverage;
// Set smoothing parameter
HP.SmoothingParameter := 100;
// Calculate the method and output the results
res := HP.Execute;
If res <> 0 Then
Debug.WriteLine(HP.Errors);
Else
Debug.WriteLine("Modeling series");
Debug.Indent;
For i := 0 To HP.Fitted.Length - 1 Do
Debug.WriteLine(HP.Fitted[i]);
End For;
Debug.Unindent;
End If;
End Sub UserProc;
After executing the example the console window displays modeling series.
See also: