ISmSerialCorrelationLMTest.Fitted

Syntax

Fitted: Array;

Description

The Fitted property returns a modeling series.

Comments

Values are available after method calculation.

Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    Lm: SmSerialCorrelationLMTest;
    d0: Double;
    i, res: Integer;
    y, y0, y1, y2: Array[9Of Double;
Begin
    Lm := New SmSerialCorrelationLMTest.Create;
    // Set values for variables
    y[0] := 6209; y0[0] := 4110; y1[0] := 3415; y2[0] := 2822;
    y[1] := Double.NaN; y0[1] := 4280; y1[1] := 3673; y2[1] := 3023;
    y[2] := 6752; y0[2] := 4459; y1[2] := 4013; y2[2] := 3131;
    y[3] := 6837; 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] := 7213; y0[7] := 5389; y1[7] := 5610; y2[7] := 3960;
    y[8] := 7061; y0[8] := 5463; y1[8] := 5787; y2[8] := 4119;
    // Set explained and explanatory variables
    Lm.Explained.Value := y;
    Lm.Explanatories.Add.Value := y0;
    Lm.Explanatories.Add.Value := y1;
    Lm.Explanatories.Add.Value := y2;
    // Set calculation periods
    Lm.ModelPeriod.FirstPoint := 1;
    Lm.ModelPeriod.LastPoint := 9;
     // Set missing data treatment method
    Lm.MissingData.Method := MissingDataMethod.SampleAverage;
    // Set constant definition method
    Lm.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
    // Set lag
    Lm.LMOrder := 1;
    // Execute calculation and display results
    res := Lm.Execute;
    If res <> 0 Then
        Debug.WriteLine(Lm.Errors);
        Else
            Debug.Indent;
            Debug.WriteLine("Fisher test");
            Debug.Unindent;
            d0 := Lm.FTest.Statistic;
            Debug.WriteLine("value: " + d0.ToString);
            d0 := Lm.FTest.Probability;
            Debug.WriteLine("probability: " + d0.ToString);
            Debug.Indent;
            Debug.WriteLine("Modeling series");
            Debug.Unindent;
            For i := 0 To Lm.Fitted.Length - 1 Do
            Debug.Write(i.ToString + ", ");
            Debug.WriteLine(Lm.Fitted[i]);
            End For;
            Debug.Indent;
            Debug.WriteLine("Residuals");
            Debug.Unindent;
            For i := 0 To Lm.Residuals.Length - 1 Do
            Debug.Write(i.ToString + ", ");
            Debug.WriteLine(Lm.Residuals[i]);
            End For;
    End If;
End Sub UserProc;

After executing the example the console window displays the modeling series and the residual series.

See also:

ISmSerialCorrelationLMTest