SummaryStatistics: ISummaryStatistics;
The SummaryStatistics property returns summary statistics.
Summary statistics are calculated using general formulas.
To execute the example, add a link to the Stat system assembly.
Sub UserProc;
Var
Lm: SmSerialCorrelationLMTest;
d0: Double;
res: Integer;
y, y0, y1, y2: Array[9] Of Double;
Begin
Lm := New SmSerialCorrelationLMTest.Create;
//values y, y0, y1, y2
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] := Double.Nan; 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;
Lm.Explained.Value := y;
Lm.Explanatories.Add.Value := y0;
Lm.Explanatories.Add.Value := y1;
Lm.Explanatories.Add.Value := y2;
Lm.ModelPeriod.FirstPoint := 1;
Lm.ModelPeriod.LastPoint := 9;
Lm.MissingData.Method := MissingDataMethod.SampleAverage;
Lm.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
Lm.LMOrder := 1;
res := Lm.Execute;
If res <> 0 Then
Debug.WriteLine(Lm.Errors);
Else
Debug.WriteLine("=== Fisher Test ===");
d0 := Lm.FTest.Statistic;
Debug.WriteLine("value: " + d0.ToString);
d0 := Lm.FTest.Probability;
Debug.WriteLine("probability: " + d0.ToString);
Debug.WriteLine("=== LM-statistic ===");
d0 := Lm.ChiTest.Statistic;
Debug.WriteLine("value: " + d0.ToString);
d0 := Lm.ChiTest.Probability;
Debug.WriteLine("probability: " + d0.ToString);
Debug.WriteLine("== Summary statistics ==");
d0 := Lm.SummaryStatistics.AIC;
Debug.WriteLine("Akaike criterion: " + d0.ToString);
d0 := Lm.SummaryStatistics.DW;
Debug.WriteLine("Durbin-Watson statistic: " + d0.ToString);
End If;
End Sub UserProc;
After executing the example the console window displays results of test calculation:
=== Fisher test ===
value: 0.0476108114852778
probability: 0.837953928924362
=== LM-statistic ===
value: 0.105864255069094
probability: 0.744902664803821
== Summary statistics ==
Akaike criterion: 14.0606356975859
Durbin-Watson statistic: 1.85614734236225
See also: