ISmLinearEquations.SummaryStatistics

Syntax

Description

The SummaryStatistics property returns summary statistics.

Example

Before executing this example you need to add a link to the system assembly Stat.

Sub UserProc;
Var
    Method: ISmLinearEquations;
    ExplainedVal, Exp1, Exp2, Exp3, Exp4, Exp5: Array Of Double;
    ExplanatoriesVal: ISlSeries;
    R2: Double;
    I: Integer;
    Status: Integer;
// array readout procedure
    Sub Print(Data: Array Of Double);
    Var
        i: Integer;
        d: Double;
    Begin
        For i := 0 To Data.Length - 1 Do
            If Double.IsNan(Data[i]) Then
                Debug.WriteLine(i.ToString + ", ---empty---");
            Else
                d := Data[i];
                Debug.WriteLine(i.ToString + ", " + d.ToString);
            End If;
        End For;
    End Sub Print;
Begin
// Explained series values
    ExplainedVal := New Double[10];
    ExplainedVal[00] := -3;
    ExplainedVal[01] := 12;
    ExplainedVal[02] := 28;
    ExplainedVal[03] := 86;
    ExplainedVal[04] := 276;
    ExplainedVal[05] := -15;
    ExplainedVal[06] := 82;
    ExplainedVal[07] := 86;
    ExplainedVal[08] := 8;
    ExplainedVal[09] := 72;
// Explanatory series values
    Exp1 := New Double[10];
    Exp2 := New Double[10];
    Exp3 := New Double[10];
    Exp4 := New Double[10];
    Exp5 := New Double[10];
    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 := New SmLinearEquations.Create;
    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("=== Explained series ===");
    Print(Method.Explained.Value);
    For I := 0 To ExplanatoriesVal.Count - 1 Do
        Debug.WriteLine("=== Explanatory series " + I.ToString + " ===");
        Print(ExplanatoriesVal.Item(I).Value);
    End For;
    Debug.WriteLine("=== Estimated coefficient values ===");
    Print(Method.ModelCoefficients.Coefficients.Estimate);
    Debug.WriteLine("=== Determination coefficient ===");
    R2 := Method.SummaryStatistics.R2;
    Debug.WriteLine(R2);
End Sub UserProc;

Executing this example shows the calculation results in the console window:

Module execution started

No errors

=== Explained series===

0, -3

1, 12

2, 28

3, 86

4, 276

5, -15

=== Explanatory series 0 ===

0, 1

1, 2

2, 3

3, 4

4, 5

5, 6

=== Explanatory series 1 ===

0, -1

1, -9

2, -8

3, 11

4, 99

5, -12

=== Explanatory series 2 ===

0, 3

1, 2

2, 3

3, 7

4, 4

5, 3

=== Explanatory series 3 ===

0, 1

1, 3

2, 3

3, 11

4, 9

5, 6

=== Explanatory series 4 ===

0, -3

1, 2

2, 4

3, -1

4, 5

5, -6

=== Estimated coefficients values ===

0, 1.0000000000000036

1, 2

2, 3.0000000000000044

3, 3.9999999999999978

4, 5.0000000000000009

5, -1.1546319456101628E-014

=== Determination coefficient ===

Module execution finished