ISmVectorAutoRegress.MissingData

Syntax

Description

The MissingData property determines missing data treatment method and parameters.

Comments

By default missing data is not treated.

Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    VarModel: ISmVectorAutoRegress;
    y1, y2: Array[15] Of Double;
    i, j, res: Integer;
    Eqs: ISlEquations;
    Eq: ISlEquation;
    ARO: Array[2] Of Integer;
Begin
    VarModel := New SmVectorAutoRegress.Create;
    // Set values for variables
    y1[00] := 6209; y1[01] := 6385; y1[02] := 6752;
    y1[03] := 6837; y1[04] := 6495; y1[05] := Double.Nan;
    y1[06] := 7349; y1[07] := 7213; y1[08] := 7061;
    y1[09] := 7180; y1[10] := 7132; y1[11] := Double.Nan;
    y1[12] := 7473; y1[13] := 7722; y1[14] := 8088;
    y2[00] := 4110; y2[01] := 4280; y2[02] := 4459;
    y2[03] := 4545; y2[04] := 4664; y2[05] := 4861;
    y2[06] := 5195;  y2[07] := 5389;  y2[08] := 5463;
    y2[09] := 5610;  y2[10] := 5948;  y2[11] := 6218;
    y2[12] := 6521; y2[13] := 6788; y2[14] := 7222;
    ARO[0] := 1;
    ARO[1] := 2;
    Eqs := VarModel.Equations;
    // Add 1 equation
    Eq := Eqs.Add;
    // Determine source series parameters
    Eq.Serie.Value := y1;
    // Determine autoregression orders
    Eq.AutoRegressionOrder := ARO;
    // Determine forecasting parameters
    Eq.Forecast.LastPoint := 43;
    // Determine parameters of equation constant
    Eq.Intercept.Mode := InterceptMode.AutoEstimate;
    // Add 2 equation
    Eq := Eqs.Add;
    // Determine source series parameters
    Eq.Serie.Value := y2;
    // Determine autoregression orders
    Eq.AutoRegressionOrder := ARO;
    // Determine parameters of equation constant
    Eq.Intercept.Mode := InterceptMode.AutoEstimate;
    // Determine sample period
    VarModel.ModelPeriod.FirstPoint := 1;
    VarModel.ModelPeriod.LastPoint := 10;
    // Determine forecasting parameters
    Eq.Forecast.LastPoint := 15;
    // Determine missing data treatment method
    VarModel.MissingData.Method := MissingDataMethod.SampleAverage;
    // Execute calculation and display results
    res := VarModel.Execute;
    If res <> 0 Then
        Debug.WriteLine(VarModel.Errors);
        Else
            For j := 0 To VarModel.Equations.Count - 1 Do
                Debug.Indent;
                Debug.WriteLine("Modeling series for equation " + j.ToString + " ");
                Debug.Unindent;
                For i := 0 To VarModel.Equations.Item(j).Fitted.Length - 1 Do
                    Debug.WriteLine(VarModel.Equations.Item(j).Fitted[i]);
                End For;
            End For;
            Debug.Indent;
            Debug.WriteLine("VAR - statistics");
            Debug.Unindent;
            Debug.WriteLine("AIC = " + VarModel.VARStatistics.AIC.ToString);
            Debug.WriteLine("LLV = " + VarModel.VARStatistics.LLV.ToString);
            Debug.WriteLine("RC = " + VarModel.VARStatistics.RC.ToString);
            Debug.WriteLine("SC = " + VarModel.VARStatistics.SC.ToString);
    End If;
End Sub UserProc;

After executing the example the console window displays modeling series for equations and VAR-statistics values.