ISmLRXFilter.DPrior

Syntax

Description

The DPrior property determines prior differences.

Comments

To specify a priory values use the ISmLRXFilter.Prior property.

Example

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

Sub UserProc;
Var
    lrx: SmLRXFilter;
    status, i: Integer;
    can, w1, w2, w3, P, Dp: Array[15] Of Double;
    SumStat: ISummaryStatistics;
Begin
    // Specify values of can, P variables
    can[00] := 6209; P[00] := 4110;
    can[01] := 6385; P[01] := 4280;
    can[02] := 6752; P[02] := 4459;
    can[03] := Double.Nan; P[03] := 4545;
    can[04] := 6495; P[04] := 4664;
    can[05] := 6907; P[05] := 4861;
    can[06] := 7349; P[06] := 5195;
    can[07] := 7213; P[07] := 5389;
    can[08] := 7061; P[08] := 5463;
    can[09] := 7180; P[09] := 5610;
    can[10] := 7132; P[10] := 5948;
    can[11] := 7137; P[11] := 6218;
    can[12] := 7473; P[12] := 6521;
    can[13] := 7722; P[13] := 6788;
    can[14] := 8088; P[14] := 7222;
    // Specify values of w1, w2,w3 variables
    w1[0] := 1; w2[0] := 15; w3[0] := 1;
    w1[1] := 2; w2[1] := 14; w3[1] := 2;
    w1[2] := 3; w2[2] := 13; w3[2] := 3;
    w1[3] := 4; w2[3] := 12; w3[3] := 4;
    w1[4] := 5; w2[4] := 11; w3[4] := 5;
    w1[5] := 6; w2[5] := 10; w3[5] := 6;
    w1[6] := 7; w2[6] := 9; w3[6] := 7;
    w1[7] := 8; w2[7] := 8; w3[7] := 8;
    w1[8] := 9; w2[8] := 7; w3[8] := 7;
    w1[9] := 10; w2[9] := 6; w3[9] := 6;
    w1[10] := 11; w2[10] := 5; w3[10] := 5;
    w1[11] := 12; w2[11] := 4; w3[11] := 4;
    w1[12] := 13; w2[12] := 3; w3[12] := 3;
    w1[13] := 14; w2[13] := 2; w3[13] := 2;
    w1[14] := 15; w2[14] := 1; w3[14] := 1;
    // Create a method
    lrx := New SmLRXFilter.Create;
    // Specify source series
    lrx.Serie.Value := can;
    // Specify prior values
    lrx.Prior.Value := P;
    // Specify weights
    lrx.w1.Value := w1;
    lrx.w2.Value := w2;
    lrx.w3.Value := w3;
    //Specify prior differences
    Dp[0] := 0;
    For i := 1 To 14 Do
        DP[i] := P[i] - P[i - 1];
    End For;
    lrx.DPrior.Value := Dp;
    // Specify missing data treatment method
    lrx.MissingData.Method := MissingDataMethod.SampleAverage;
    // Specify calculation period parameters
    lrx.ModelPeriod.FirstPoint := 1;
    lrx.ModelPeriod.LastPoint := 15;
    // Specify series smoothing degree
    lrx.SmoothingParameter := 110;
    // Run calculation and output the results to console window
    status := lrx.Execute;
    Debug.WriteLine(lrx.Errors);
    If status = 0 Then
        Debug.WriteLine(""); Debug.WriteLine("Summary statistics:");
        SumStat := lrx.SummaryStatistics;
        Debug.WriteLine(" - Durbin-Watson statistic: " + SumStat.DW.ToString);
        Debug.WriteLine(" - Sum of squared residuals: " + SumStat.SSR.ToString);
        Debug.WriteLine(""); Debug.WriteLine("Modeling series");
        Print(lrx.Fitted);
        Debug.WriteLine(""); Debug.WriteLine("Residual series");
        Print(lrx.Residuals);
    End If;
End Sub UserProc;

// Data output procedure
Sub Print(Data: Array Of Double);
Var
    i: Integer;
Begin
    Debug.Indent;
    For i := 0 To Data.Length - 1 Do
        Debug.WriteLine(i.ToString + " " + Data[i].ToString);
    End For;
    Debug.Unindent;
End Sub Print;

Example execution result: the LRX filter is set up and calculated, calculation results are output to the console window.