ISmx12arima.OutliersARIMAao

Syntax

OutliersARIMAao: ISlOutliers;

Description

The OutliersARIMAao property returns the list of additive outliers, accounted for in the ARIMA stage.

Comments

To determine whether to account for the outliers in the procedure, use the ISmx12arima.OutliersDetection prooperty.

Example

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

Sub UserProc;
Var
    cens: ISmX12ARIMA;
    y: Array[62] Of Double;
    AR, MA: Array[1] Of Integer;
    outlier: ICensus2PeriodBegin;
    i, res: Integer;
Begin
    cens := New SmX12ARIMA.Create;
     // Values of explained series

    y[0] :=  284; y[1] := 277;  y[2] := 338;  y[3] := 363; y[4] := Double.Nan; y[5] := 388;
    y[6] :=  407; y[7] := 427;  y[8] := 368;  y[9] := Double.Nan; y[10] := 353; y[11] := 375;
    y[12] := 248; y[13] := 263; y[14] := 322; y[15] := 396; y[16] := 412; y[17] := 451;
    y[18] := 457; y[19] := 457; y[20] := 463; y[21] := 443; y[22] := 411; y[23] := 398;
    y[24] := 335; y[25] := 321; y[26] := 393; y[27] := 418; y[28] := 431; y[29] := 499;
    y[30] := 583; y[31] := 578; y[32] := 497; y[33] := 519; y[34] := 528; y[35] := 508;
    y[36] := 422; y[37] := 439; y[38] := 494; y[39] := 539; y[40] := 559; y[41] := 603;
    y[42] := 627; y[43] := 612; y[44] := 548; y[45] := 480; y[46] := 385; y[47] := 428;
    y[48] := 307; y[49] := 273; y[50] := 334; y[51] := 390; y[52] := 415; y[53] := 453;
    y[54] := 450; y[55] := 479; y[56] := 420; y[57] := 387; y[58] := 381; y[59] := 414;
    y[60] := 335; y[61] := 326;
     /// General settings ///
     //Calculation period

    cens.ModelPeriod.FirstPoint := 1;
    cens.ModelPeriod.LastPoint := 62;
     //Select explanatory variable
    cens.Serie.Value := y;
     //Quarters or months
    cens.SeasonalComponentCycleType := SeasonalityCycleType.Month;
    cens.StartPeriod.MonthOrQuarter := 2;
    cens.StartPeriod.Year := 2000;
     //Missing data treatment
    cens.MissingData.Method := MissingDataMethod.SampleAverage;
     // Autoregression order
    AR[0] := 2;
    cens.OrderAR := AR;
     // Moving average order
    MA[0] := 1;
    cens.OrderMA := MA;
     // Seasonal autoregression order
    AR[0] := 2;
    cens.OrderARSeas := AR;
     // Seasonal moving average order

    MA[0] := 1;
    cens.OrderMASeas := MA;
     /// Seasonality settings ///
     //Seasonality type
    cens.SeasonalAdjustmentMode := SeasonalityTypeX12.Additive;
     //Seasonal filter
    cens.SeasonalFilter := SeasonalFilterType.Auto;
     /// Working day and holiday adjustments ///
     // Whether there are adjustments
    cens.AdjustmentOptions := AdjustmentOptionsX12Type.X11Step;
     // Use adjustments only if it is required
    cens.AICtest := False;
     // Working day adjustment
    cens.TradingDayEffects := TradingDayEffectsX12Type.TdStock;
    cens.TdstockValue := 1;
     // Source series transformation
    cens.DataTransformation := DataTransformationX12Type.BoxCoxPower;
    cens.BoxCoxPowerTransform := 1;
     /// Outliers ///

    outlier := cens.OutliersARIMAao.Add;
    outlier.Year := 2000;
    outlier.MonthOrQuarter := 2;
    outlier := cens.OutliersARIMArpbegin.Add;
    outlier.Year := 2002;
    outlier.MonthOrQuarter := 1;
    outlier := cens.OutliersARIMArpend.Add;
    outlier.Year := 2002;
    outlier.MonthOrQuarter := 5;
     // Regressors
    cens.PredefinedVariableConst := False;
    cens.PredefinedVariableSeasonal := False;
     /// Diagnostics ///
     // Analysis of seasonal component stability
    cens.StabilityAnalysisofSeasonals := StabilityAnalysisofSeasonalsX12Type.None;
     //Other
    cens.ResidualsDiagnostic := False;
    cens.OutliersDetection := True;
     /// Model calculation ///
    res := cens.Execute;
    Debug.WriteLine(cens.Errors);

    For i := 0 To cens.WarningsCount - 1 Do
        Debug.WriteLine(cens.Warnings[i]);
    End For;
    If (res = 0) Then
        Debug.WriteLine("=== Seasonal component ===");
        Debug.Indent;
        For i := 0 To cens.SeasonallyAdjusted.Length - 1 Do
            Debug.WriteLine(cens.SeasonallyAdjusted[i]);
        End For;
        Debug.Unindent;
        Debug.WriteLine("=== Seasonal adjustment ===");
        Debug.Indent;
        For i := 0 To cens.SeasonalFactors.Length - 1 Do
            Debug.WriteLine(cens.SeasonalFactors[i]);
        End For;
        Debug.Unindent;
        Debug.WriteLine("=== Seasonal component ===");
        Debug.Indent;
        For i := 0 To cens.CombinedSeasonalFactors.Length - 1 Do
            Debug.WriteLine(cens.CombinedSeasonalFactors[i]);
        End For;
        Debug.Unindent;
    End If;
End Sub UserProc;

After executing the example the X12 model is created, the console window displays:

Seasonal component.
Seasonal adjustment.
Seasonal component.