ISmWhiteHeteroskedasticityTest.ChiTest

Syntax

Description

The ChiTest property returns Chi square statistics values.

Comments

To get summary statistics, use the ISmWhiteHeteroskedasticityTest.SummaryStatistics property.

Example

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

Sub UserProc;
Var
    test: SmWhiteHeteroskedasticityTest;
    y, x, y1, y2: Array[43] Of Double;
    d0, d: Double;
    res, i: Integer;
    v: Array Of Double;
Begin
    test := New SmWhiteHeteroskedasticityTest.Create;
    // values y, x, y1, y2
    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] := Double.Nan; 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] := Double.Nan; 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;
    test.Explained.Value := y;
    test.Explanatories.Add.Value := x;
    test.Explanatories.Add.Value := y1;
    test.Explanatories.Add.Value := y2;
    test.ModelCoefficients.Intercept.Mode := InterceptMode.AutoEstimate;
    test.ModelPeriod.FirstPoint := 1;
    test.ModelPeriod.LastPoint := 43;
    test.MissingData.Method := MissingDataMethod.SampleAverage;
    test.CrossProduction := True;
    res := test.Execute;
    If res <> 0 Then
        Debug.WriteLine(test.Errors);
    Else
        Debug.WriteLine("=== Chi-square test ===");
        d0 := test.ChiTest.Statistic;
        Debug.WriteLine("value: " + d0.ToString);
        d0 := test.ChiTest.Probability;
        Debug.WriteLine("probability: " + d0.ToString);
        Debug.WriteLine("== Auxiliary model coefficients ==");
        v := test.ModelCoefficients.Coefficients.Estimate;
        For i := 0 To v.Length - 1 Do
            d := v[i];
            Debug.WriteLine(i.ToString + ", " + d.ToString);
        End For;
        Debug.WriteLine("== Constant ==");
        d := test.ModelCoefficients.Intercept.Estimate;
        Debug.WriteLine(d);
    End If;
End Sub UserProc;

After executing the example the console window displays results of test calculation:

=== Chi-square test ===
value: 28.202805679616048
probability: 0.00088220200250368531
== Auxiliary model coefficients ==
0, -1.9736354612786495
1, -0.0020307450890754224
2, 0.0037765161703100761
3, 0.00057743836791185658
4, -0.73486089530202447
5, -0.00076172996893037772
6, -0.0025194364753011907
7, 1.2152955550526394
8, 0.0010562426725125331
== Constant ==
6318.469666998958