ISmRamseyRESSETTest.ChiTest

Syntax

Description

The ChiTest property returns Chi square statistics values.

Example

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

Sub UserProc;
Var
    RESSET: SmRamseyRESSETTest;
    d0: Double;
    res, i: Integer;
    y, y0, y1, y2: Array[9] Of Double;
    v: Array Of Double;
Begin
    // Set values for variables
    y[0] := 6209; y0[0] := 4110; y1[0] := 3415; y2[0] := 2822;
    y[1] := 6385; y0[1] := 4280; y1[1] := 3673; y2[1] := 3023;
    y[2] := 6752; y0[2] := 4459; y1[2] := 4013; y2[2] := 3131;
    y[3] := Double.Nan; y0[3] := 4545; y1[3] := 4278; y2[3] := 3351;
    y[4] := 6495; y0[4] := 4664; y1[4] := 4577; y2[4] := 3463;
    y[5] := 6907; y0[5] := 4861; y1[5] := 5135; y2[5] := 3686;
    y[6] := 7349; y0[6] := 5195; y1[6] := 5388; y2[6] := 3815;
    y[7] := Double.Nan; y0[7] := 5389; y1[7] := 5610; y2[7] := 3960;
    y[8] := 7061; y0[8] := 5463; y1[8] := 5787; y2[8] := 4119;
    RESSET := New SmRamseyRESSETTest.Create;
    // Set explained and explanatory series
    RESSET.Explained.Value := y;
    RESSET.Explanatories.Add.Value := y0;
    RESSET.Explanatories.Add.Value := y1;
    RESSET.Explanatories.Add.Value := y2;
    // Set calculation periods
    RESSET.ModelPeriod.FirstPoint := 1;
    RESSET.ModelPeriod.LastPoint := 9;
    // Select method of missing data treatment
    RESSET.MissingData.Method := MissingDataMethod.LinTrend;
    // Set autoregression order
    RESSET.ARMA.ParseAR("1");
    // Select method of calculating the constant
    RESSET.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
    // Set the number of additional regressors
    RESSET.Power := 1;
    // Run calculation and show results
    res := RESSET.Execute;
    If res <> 0 Then
        Debug.WriteLine(RESSET.Errors);
    Else
        Debug.Indent;
        Debug.WriteLine("Fisher test");
        Debug.Unindent;
        d0 := RESSET.FTest.Statistic;
        Debug.WriteLine("value: " + d0.ToString);
        d0 := RESSET.FTest.Probability;
        Debug.WriteLine("probability: " + d0.ToString);
        Debug.Indent;
        Debug.WriteLine("Chi-square test");
        Debug.Unindent;
        d0 := RESSET.ChiTest.Statistic;
        Debug.WriteLine("value: " + d0.ToString);
        d0 := RESSET.ChiTest.Probability;
        Debug.WriteLine("probability: " + d0.ToString);
        Debug.Indent;
        Debug.WriteLine("Model coefficients");
        Debug.Unindent;
        v := RESSET.ModelCoefficients.Coefficients.Estimate;
        For i := 0 To v.Length - 1 Do
            Debug.Write(i.ToString + ", ");
            Debug.WriteLine(v[i]);
        End For;
        Debug.Indent;
        Debug.WriteLine("Modeling series");
        Debug.Unindent;
        v := RESSET.Fitted;
        For i := 0 To v.Length - 1 Do
            Debug.Write(i.ToString + ", ");
            Debug.WriteLine(v[i]);
        End For;
        Debug.Indent;
        Debug.WriteLine("Residuals");
        Debug.Unindent;
        v := RESSET.Residuals;
        For i := 0 To v.Length - 1 Do
            Debug.Write(i.ToString + ", ");
            Debug.WriteLine(v[i]);
        End For;
        Debug.Indent;
        Debug.WriteLine("Constant");
        Debug.Unindent;
        d0 := RESSET.ModelCoefficients.Intercept.Estimate;
        Debug.WriteLine(d0.ToString);
        Debug.Indent;
        Debug.WriteLine("Summary statistics");
        Debug.Unindent;
        d0 := RESSET.SummaryStatistics.AIC;
        Debug.WriteLine("Akaike criterion: " + d0.ToString);
        d0 := RESSET.SummaryStatistics.DW;
        Debug.WriteLine("Durbin-Watson statistic: " + d0.ToString);
    End If;
End Sub UserProc;

After executing the example the console window displays Fisher test and chi-square test calculation results, the modeling series, the residual series, the constant, and summary statistics.