ISmLinearRegress.PDLTermCollection

Syntax

PDLTermCollection: ISlPDLTermCollection;

Description

The PDLTermCollection property returns a collection of lag variables.

Comments

Each element of the collection is implemented by the ISlPDLTerm interface that enables the user to set lag variable and define its parameters.

Example

To execute the example you need to add a link to the system assembly Stat.

Sub UserProc;
Var
    Method: SmLinearRegress;
    Factors: ISlSeries;
    Serie, Factor, ger, jpn: Array[20] Of Double;
    PDLTermCollect: ISlPDLTermCollection;
    PDLTerm: ISlPDLTerm;

    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

    Method := New SmLinearRegress.Create;
// explained variable
    Serie[00] := 6209; Serie[10] := 7132;
    Serie[01] := 6385; Serie[11] := 7137;
    Serie[02] := 6752; Serie[12] := 7473;
    Serie[03] := 6837; Serie[13] := 7722;
    Serie[04] := 6495; Serie[14] := 8088;
    Serie[05] := 6907; Serie[15] := Double.Nan;
    Serie[06] := 7349; Serie[16] := Double.Nan;
    Serie[07] := 7213; Serie[17] := 9064;
    Serie[08] := 7061; Serie[18] := 9380;
    Serie[09] := 7180; Serie[19] := 9746;
// explanatory variable

    Factor[00] := 4110; Factor[10] := 5948;
    Factor[01] := 4280; Factor[11] := 6218;
    Factor[02] := 4459; Factor[12] := 6521;
    Factor[03] := 4545; Factor[13] := 6788;
    Factor[04] := 4664; Factor[14] := 7222;
    Factor[05] := 4861; Factor[15] := 7486;
    Factor[06] := 5195; Factor[16] := 7832;
    Factor[07] := 5389; Factor[17] := 8153;
    Factor[08] := 5463; Factor[18] := 8468;
    Factor[09] := 5610; Factor[19] := 9054;
// first lag variable
    ger[00] := 3415; ger[10] := 6633;
    ger[01] := 3673; ger[11] := 6910;
    ger[02] := 4013; ger[12] := 7146;
    ger[03] := 4278; ger[13] := 7248;
    ger[04] := 4577; ger[14] := 7689;
    ger[05] := 5135; ger[15] := 8046;
    ger[06] := 5388; ger[16] := 8143;
    ger[07] := 5610; ger[17] := 8064;
    ger[08] := 5787; ger[18] := 8556;
    ger[09] := 6181; ger[19] := 9177;

// second lag variable
    jpn[00] := 1475; jpn[10] := 3052;
    jpn[01] := 1649; jpn[11] := 3453;
    jpn[02] := 1787; jpn[12] := 3666;
    jpn[03] := 1884; jpn[13] := 4008;
    jpn[04] := 1972; jpn[14] := 4486;
    jpn[05] := 2108; jpn[15] := 4663;
    jpn[06] := 2249; jpn[16] := 5115;
    jpn[07] := 2394; jpn[17] := 5655;
    jpn[08] := 2505; jpn[18] := 6358;
    jpn[09] := 2714; jpn[19] := 6995;
// set explained and explanatory variables
     Method.Explained.Value := Serie;
    Factors := Method.Explanatories;
    Factors.Add.Value := Factor;
// set regression parameters
    Method.MissingData.Method := MissingDataMethod.LinInterpolation;
    Method.ModelPeriod.LastPoint := 20;
    Method.Forecast.LastPoint := 30;

// set lag variables
    PDLTermCollect := Method.PDLTermCollection;
    If PDLTermCollect.Count > 0 Then
        PDLTermCollect.Clear;
    End If;
// set parameters of the first lag variable
    PDLTerm := PDLTermCollect.Add;
    PDLTerm.Explanatory.Value := ger;
    PDLTerm.PDLConstraint := PDLConstraintType.Both;
    PDLTerm.PolinomialDegreeP := 4;
    PDLTerm.LagLengthK := 1;
// set parameters of the second lag variable
    PDLTerm := PDLTermCollect.Add;
    PDLTerm.Explanatory.Value := jpn;
    PDLTerm.PDLConstraint := PDLConstraintType.FarEnd;
    PDLTerm.PolinomialDegreeP := 2;
    PDLTerm.LagLengthK := 2;

    If Method.Execute = 0 Then
     // calculate method with lag variables, output results
        Debug.WriteLine("--- Calculate with lag variables ---");
        Debug.WriteLine("");
        Debug.WriteLine("=== Sum by coefficients  ===");
        Debug.WriteLine(PDLTerm.EstimatesSum);
        Debug.WriteLine("=== Sum of standard errors  ===");
        Debug.WriteLine(PDLTerm.StdErrSum);
        Debug.WriteLine("=== Sum of t-statistics  ===");
        Debug.WriteLine(PDLTerm.TStatSum);
        Debug.WriteLine("=== Value of coefficients of the first lag variable  ===");
        PDLTerm := PDLTermCollect.Item(0);
        Print(PDLTerm.BetaCoefficients.Estimate);
        Debug.WriteLine("=== Value of coefficients of the second lag variable  ===");
        PDLTerm := PDLTermCollect.Item(1);
        Print(PDLTerm.BetaCoefficients.Estimate);

        Debug.WriteLine("=== Model series ===");
        Print(Method.Fitted);
     // remove lag variables
        PDLTermCollect.Remove(0);
        PDLTermCollect.Remove(1);
     // calculate method without lag variables, output results
        Method.Execute;
        Debug.WriteLine("");
        Debug.WriteLine("--- Calculate without lag variables ---");
        Debug.WriteLine("");
        Debug.WriteLine("=== Model series ===");
        Print(Method.Fitted);
    End If;
End Sub UserProc;

The following parameters for linear regression calculation are defined in this axample:

explained, explanatory and two lag variables;
Lag, polynomial degree and component cutoff method are defined for each lag variable.

Then this method is calculated using lag variables and without using lag variables. Both times calculation results are displayed in the console window:

--- Calculation using lag variables ---

=== Sum by coefficients  ===
-0,259287376046178
=== Standard errors' sum  ===
1,#QNAN
=== T-statistics sum  ===
1,#QNAN
=== Value of the1st lag variable coefficients  ===
0, -1.7962778395230557E+030
1, 0
=== Value of the2nd lag variable coefficients  ===
0, -0.72547345120881013
1, 0.027016101144493737
2, 0.43916997401813851
=== Model series ===

0, ---empty---
1, ---empty---
2, 6746.6262960822805
3, 6705.2419410586554
4, 6811.0056257257002
5, 6865.9015751798979
6, 7292.6256724880859
7, 7154.7388452839468
8, 7034.0549816297171
9, 7019.5326444809853
10, 7175.7552959831073
11, 7133.7987951692921
12, 7493.2677988806945
13, 7752.1833310759594
14, 8246.7312273784864
15, 8412.3662053850512
16, 8747.7534296460744
17, 9049.2002280807264
18, 9295.9170202707646
19, 9751.2990862005718

--- Calculation without lag variables ---

=== Model series ===
0, ---empty---
1, ---empty---
2, 6613.769915787384
3, 6773.9117223980902
4, 6876.8830698908987
5, 6906.7321402631733
6, 6883.5744185839867
7, 6964.012416733297
8, 7099.7805343158489
9, 7199.9024146523625
10, 7212.3379803167554
11, 7375.27145090251
12, 7662.7794419466027
13, 7976.5614721920238
14, 8075.9943825777045
15, 8402.5141370048095
16, 8745.8416724303534
17, 8884.288279843915
18, 9302.1786791848208
19, 9731.6658709754629