Explained: ISlSerie;
The Explained property returns the explained series.
To get explanatory series, use the ISmLinearEquations.Explanatories property.
To execute the example, add a link to the Stat system assembly.
Sub UserProc;
Var
Method: ISmLinearEquations;
ExplainedVal, Exp1, Exp2, Exp3, Exp4, Exp5: Array[10] Of Double;
ExplanatoriesVal: ISlSeries;
Status, i: Integer;
Estimate: Array Of Double;
Begin
Method := New SmLinearEquations.Create;
// explained series values
ExplainedVal[00] := -3;
ExplainedVal[01] := 12;
ExplainedVal[02] := Double.Nan;
ExplainedVal[03] := Double.Nan;
ExplainedVal[04] := 276;
ExplainedVal[05] := -15;
ExplainedVal[06] := 82;
ExplainedVal[07] := 86;
ExplainedVal[08] := 8;
ExplainedVal[09] := 72;
// Explanatory series values
Exp1[00] := 1; Exp2[00] := -1; Exp3[00] := 3; Exp4[00] := 1; Exp5[00] := -3;
Exp1[01] := 2; Exp2[01] := -9; Exp3[01] := 2; Exp4[01] := 3; Exp5[01] := 2;
Exp1[02] := 3; Exp2[02] := -8; Exp3[02] := 3; Exp4[02] := 3; Exp5[02] := 4;
Exp1[03] := 4; Exp2[03] := 11; Exp3[03] := 7; Exp4[03] := 11; Exp5[03] := -1;
Exp1[04] := 5; Exp2[04] := 99; Exp3[04] := 4; Exp4[04] := 9; Exp5[04] := 5;
Exp1[05] := 6; Exp2[05] := -12; Exp3[05] := 3; Exp4[05] := 6; Exp5[05] := -6;
Exp1[06] := 7; Exp2[06] := -4; Exp3[06] := 7; Exp4[06] := 8; Exp5[06] := 6;
Exp1[07] := 8; Exp2[07] := -3; Exp3[07] := 2; Exp4[07] := 12; Exp5[07] := 6;
Exp1[08] := 9; Exp2[08] := -2; Exp3[08] := -1; Exp4[08] := 4; Exp5[08] := -2;
Exp1[09] := 10; Exp2[09] := -1; Exp3[09] := 2; Exp4[09] := 7; Exp5[09] := 6;
Method.Explained.Value := ExplainedVal;
ExplanatoriesVal := Method.Explanatories;
ExplanatoriesVal.Add.Value := Exp1;
ExplanatoriesVal.Add.Value := Exp2;
ExplanatoriesVal.Add.Value := Exp3;
ExplanatoriesVal.Add.Value := Exp4;
ExplanatoriesVal.Add.Value := Exp5;
Method.ModelPeriod.FirstPoint := 1;
Method.ModelPeriod.LastPoint := 6;
Method.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
Method.MissingData.Method := MissingDataMethod.SampleAverage;
Status := Method.Execute;
Debug.WriteLine(Method.Errors);
Debug.WriteLine("=== Estimated coefficient values ===");
Estimate := Method.ModelCoefficients.Coefficients.Estimate;
For i := 0 To Estimate.Length - 1 Do
Debug.WriteLine((i+1).ToString + ". " + Estimate[i].ToString);
End For;
End Sub UserProc;
After executing the example the console window displays estimated coefficient values.
See also: