ISpecificationTestStatistic.Probability

Syntax

Probability: Double;

Description

The Probability property returns the statistics probability value.

Example

Sub Main;

Var

ChowTest: SmChowTest;

can, fra, ger: Array Of Double;

z: Array Of Integer;

d0: Double;

res: Integer;

StstF: ISpecificationTestStatistic;

Begin

ChowTest := New SmChowTest.Create;

can := New Double[20];

fra := New Double[20];

ger := New Double[20];

z := New Integer[20];

// values can, fra, ger, z

can[00] := 6209; fra[00] := 4110; ger[00] := 3415; z[00] := 0;

can[01] := 6385; fra[01] := 4280; ger[01] := 6385; z[01] := 0;

can[02] := 6752; fra[02] := 4459; ger[02] := 6752; z[02] := 0;

can[03] := 6837; fra[03] := 4545; ger[03] := 6837; z[03] := 0;

can[04] := 6495; fra[04] := 4664; ger[04] := 6495; z[04] := 0;

can[05] := 6907; fra[05] := 4861; ger[05] := 6907; z[05] := 0;

can[06] := 7349; fra[06] := 5195; ger[06] := 7349; z[06] := 0;

can[07] := 7213; fra[07] := 5389; ger[07] := 7213; z[07] := 0;

can[08] := 7061; fra[08] := 5463; ger[08] := 7061; z[08] := 0;

can[09] := 7180; fra[09] := 5610; ger[09] := 7180; z[09] := 0;

can[10] := 7132; fra[10] := 5948; ger[10] := 7132; z[10] := 0;

can[11] := 7137; fra[11] := 6218; ger[11] := 7137; z[11] := 0;

can[12] := 7473; fra[12] := 6521; ger[12] := 7473; z[12] := 1;

can[13] := 7722; fra[13] := 6788; ger[13] := 7722; z[13] := 1;

can[14] := 8088; fra[14] := 7222; ger[14] := 8088; z[14] := 1;

can[15] := 8516; fra[15] := 7486; ger[15] := 8516; z[15] := 1;

can[16] := 8941; fra[16] := 7832; ger[16] := 8941; z[16] := 1;

can[17] := 9064; fra[17] := 8153; ger[17] := 9064; z[17] := 1;

can[18] := 9380; fra[18] := 8468; ger[18] := 9380; z[18] := 1;

can[19] := 9746; fra[19] := 9054; ger[19] := 9746; z[19] := 1;

ChowTest.Explained.Value := can;

ChowTest.Explanatories.Add.Value := fra;

ChowTest.Explanatories.Add.Value := ger;

ChowTest.GroupSeparator := z;

ChowTest.Intercept.Mode := InterceptMode.AutoEstimate;

ChowTest.ConfidenceLevel := 0.01;

ChowTest.ModelPeriod.FirstPoint := 1;

ChowTest.ModelPeriod.LastPoint := 20;

ChowTest.TestType := ChowTestType.BreakPoint;

res := ChowTest.Execute;

If res<>0 Then

Debug.WriteLine(ChowTest.Errors);

Else

If ChowTest.ChowTestResult Then

Debug.WriteLine("Nul hypothesis is accepted")

Else

Debug.WriteLine("Nul hypothesis IS REJECTED");

End If;

Debug.Write("F-statistic: ");

StstF := ChowTest.FTest;

d0 := StstF.Statistic;

Debug.WriteLine(d0.ToString);

Debug.Write("F-probability: ");

d0 := StstF.Probability;

Debug.WriteLine(d0.ToString);

End If;

End Sub Main;

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

Module execution started

The null hypothesis is REJECTED

F-statistic: 11.217867657141438

F-probability: 0.00051146975543429061

Module execution finished