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system 10.5 of 29/11/2024,
©
FORESIGHT
Residuals: Array;
The Residuals property returns the residual series, which is calculated for a model with additional regressors.
Sub Main;
Var
OVtest: SmOmittedVariablesTest;
d0: Double;
res: Integer;
y,x,y1,y2: Array Of Double;
Sub Print(Data: Array Of Double);
Var
i: Integer;
CI: ICultureInfo;
Begin
CI := CultureInfo.Current;
Debug.WriteLine("---Begin---");
For i := 0 To Data.Length - 1 Do
If Double.IsNan(Data[i]) Then
Debug.WriteLine("---empty---");
Else
Debug.WriteLine(i.ToString + ", " + CI.FormatDoublePrec(Data[i], 4));
End If;
End For;
Debug.WriteLine("---End---");
End Sub Print;
Begin
y := New Double[43];
x := New Double[43];
y1 := New Double[43];
y2 := New Double[43];
//values y, y1, y2, x
y[00] := 6209; x[00] := 4110; y1[00] := 3415; y2[00] := 2822;
y[01] := 6385; x[01] := 4280; y1[01] := 3673; y2[01] := 3023;
y[02] := 6752; x[02] := 4459; y1[02] := 4013; y2[02] := 3131;
y[03] := 6837; x[03] := 4545; y1[03] := 4278; y2[03] := 3351;
y[04] := 6495; x[04] := 4664; y1[04] := 4577; y2[04] := 3463;
y[05] := 6907; x[05] := 4861; y1[05] := 5135; y2[05] := 3686;
y[06] := 7349; x[06] := 5195; y1[06] := 5388; y2[06] := 3815;
y[07] := 7213; x[07] := 5389; y1[07] := 5610; y2[07] := 3960;
y[08] := 7061; x[08] := 5463; y1[08] := 5787; y2[08] := 4119;
y[09] := 7180; x[09] := 5610; y1[09] := 6181; y2[09] := 4351;
y[10] := 7132; x[10] := 5948; y1[10] := 6633; y2[10] := 4641;
y[11] := 7137; x[11] := 6218; y1[11] := 6910; y2[11] := 5008;
y[12] := 7473; x[12] := 6521; y1[12] := 7146; y2[12] := 5305;
y[13] := 7722; x[13] := 6788; y1[13] := 7248; y2[13] := 5611;
y[14] := 8088; x[14] := 7222; y1[14] := 7689; y2[14] := 5693;
y[15] := 8516; x[15] := 7486; y1[15] := 8046; y2[15] := 5804;
y[16] := 8941; x[16] := 7832; y1[16] := 8143; y2[16] := 6121;
y[17] := 9064; x[17] := 8153; y1[17] := 8064; y2[17] := 6546;
y[18] := 9380; x[18] := 8468; y1[18] := 8556; y2[18] := 6918;
y[19] := 9746; x[19] := 9054; y1[19] := 9177; y2[19] := 7349;
y[20] := 9907; x[20] := 9499; y1[20] := 9705; y2[20] := 7769;
y[21] := 10333; x[21] := 9866; y1[21] := 9923; y2[21] := 7809;
y[22] := 10863; x[22] := 10217; y1[22] := 10268; y2[22] := 7951;
y[23] := 11693; x[23] := 10763; y1[23] := 10681; y2[23] := 8395;
y[24] := 12242; x[24] := 10683; y1[24] := 10448; y2[24] := 8653;
y[25] := 12227; x[25] := 10494; y1[25] := 10366; y2[25] := 8304;
y[26] := 12910; x[26] := 10938; y1[26] := 10958; y2[26] := 8809;
y[27] := 13049; x[27] := 11198; y1[27] := 11292; y2[27] := 9028;
y[28] := 13384; x[28] := 11546; y1[28] := 11726; y2[28] := 9314;
y[29] := 14036; x[29] := 11865; y1[29] := 12172; y2[29] := 9820;
y[30] := 14242; x[30] := 11781; y1[30] := 12058; y2[30] := 10246;
y[31] := 14704; x[31] := 11681; y1[31] := 11804; y2[31] := 10153;
y[32] := 13802; x[32] := 11903; y1[32] := 11682; y2[32] := 10197;
y[33] := 14197; x[33] := 11900; y1[33] := 12001; y2[33] := 10294;
y[34] := 15010; x[34] := 11986; y1[34] := 12300; y2[34] := 10555;
y[35] := 15589; x[35] := 12206; y1[35] := 12535; y2[35] := 10808;
y[36] := 15932; x[36] := 12734; y1[36] := 13173; y2[36] := 11318;
y[37] := 16631; x[37] := 12990; y1[37] := 13482; y2[37] := 11683;
y[38] := 17394; x[38] := 13516; y1[38] := 13945; y2[38] := 12153;
y[39] := 17758; x[39] := 13866; y1[39] := 14278; y2[39] := 12464;
y[40] := 17308; x[40] := 14141; y1[40] := 14840; y2[40] := 12782;
y[41] := 16444; x[41] := 14141; y1[41] := 15263; y2[41] := 13066;
y[42] := 16413; x[42] := 14237; y1[42] := 15357; y2[42] := 13113;
OVtest := New SmOmittedVariablesTest.Create;
OVtest.Explained.Value := y;
OVtest.Explanatories.Add.Value := y1;
OVtest.Explanatories.Add.Value := y2;
OVtest.OmittedExplanatories.Add.Value := x;
OVtest.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
OVtest.ModelPeriod.FirstPoint := 1;
OVtest.ModelPeriod.LastPoint := 43;
OVtest.MissingData.Method := MissingDataMethod.LinInterpolation;
res := OVtest.Execute;
If res <> 0 Then
Debug.WriteLine(OVtest.Errors);
Else
Debug.WriteLine("=== Fisher test ===");
d0 := OVtest.FTest.Statistic;
Debug.WriteLine("value: " + d0.ToString);
d0 := OVtest.FTest.Probability;
Debug.WriteLine("probability: " + d0.ToString);
Debug.WriteLine("== Residuals ==");
Print(OVtest.Residuals);
End If;
End Sub Main;
Executing the example shows a residual series and Fisher test values in the console window:
Module execution started
=== Fisher test ===
value: 2.3044286944647494
probability: 0.13707054245367631
== Residuals ==
---Begin---
0, -117.8834
1, -111.4983
2, 362.4956
3, 288.2234
4, 24.8060
5, 567.6760
6, 898.9950
7, 649.7335
8, 359.7941
9, 420.5040
10, 178.9940
11, -337.3728
12, -448.9539
13, -807.6206
14, -283.1920
15, 226.1333
16, -21.3037
17, -981.1269
18, -961.9740
19, -983.2351
20, -1 232.0556
21, -798.3549
22, -303.3170
23, -114.6215
24, -313.6736
25, 350.8851
26, 532.9945
27, 514.9060
28, 638.1890
29, 672.5635
30, -57.4418
31, 333.0626
32, -905.0592
33, -320.7770
34, 292.5155
35, 548.5244
36, 395.9588
37, 622.1499
38, 761.4058
39, 743.4116
40, 205.0441
41, -716.2102
42, -773.2940
---End---
Module execution finished
See also: