ISpectrumStatistics.UCL

Syntax

UCL: Double;

Description

The UCL property returns the upper confidence bound.

Example

Sub Main;

Var

sp: SmUnivariateSpectrumAnalysis;

d0: Double;

res, i: Integer;

s96: Array Of Double;

Begin

s96 := New Double[96];

//values s96

s96[0] := 670.2000183; s96[24] := 826.6160466; s96[48] := 785.0711692; s96[72] := 980.5658132;

s96[1] := 576.0680563; s96[25] := 762.3903317; s96[49] := 761.0719932; s96[73] := 866.2215033;

s96[2] := 717.6484268; s96[26] := 931.5707266; s96[50] := 947.4974517; s96[74] := 1126.795343;

s96[3] := 856.9105808; s96[27] := 1026.666524; s96[51] := 1051.614521; s96[75] := 922.6756188;

s96[4] := 885.4609516; s96[28] := 1114.124119; s96[52] := 1038.031434; s96[76] := 1213.484115;

s96[5] := 1011.846431; s96[29] := 1099.626392; s96[53] := 1269.669118; s96[77] := 1429.951109;

s96[6] := 995.4496292; s96[30] := 1189.16892; s96[54] := 1250.568896; s96[78] := 1393.155889;

s96[7] := 1064.74221; s96[31] := 1092.343791; s96[55] := 1242.964721; s96[79] := 1397.839534;

s96[8] := 1033.324656; s96[32] := 1087.503861; s96[56] := 1359.910672; s96[80] := 1560.629719;

s96[9] := 780.8584552; s96[33] := 971.6522721; s96[57] := 1059.43263; s96[81] := 1262.559587;

s96[10] := Double.Nan; s96[34] := 826.2502823; s96[58] := 829.5055086; s96[82] := 1106.38667;

s96[11] := Double.Nan; s96[35] := 789.6322825; s96[59] := 922.226722; s96[83] := 1220.496902;

s96[12] := Double.Nan; s96[36] := 797.0210578; s96[60] := 889.6157109; s96[84] := 1084.077822;

s96[13] := 642.4128544; s96[37] := 770.0206; s96[61] := 889.6514481; s96[85] := Double.Nan;

s96[14] := 751.9611194; s96[38] := 832.1481674; s96[62] := 1055.365032; s96[86] := 1356.982208;

s96[15] := Double.Nan; s96[39] := 1014.565844; s96[63] := 1035.479751; s96[87] := 1302.578692;

s96[16] := 884.5042879; s96[40] := 980.4343089; s96[64] := 1123.232398; s96[88] := 1261.796503;

s96[17] := 1008.308908; s96[41] := 1195.843135; s96[65] := 1080.150853; s96[89] := 1523.625843;

s96[18] := 1108.363628; s96[42] := 1117.405835; s96[66] := 1084.516221; s96[90] := 1432.15598;

s96[19] := 1072.737175; s96[43] := 1142.834834; s96[67] := 1243.115787; s96[91] := 1429.168126;

s96[20] := 1019.183752; s96[44] := 1239.704489; s96[68] := 1430.027497; s96[92] := 1631.452101;

s96[21] := 895.5601672; s96[45] := 964.1215552; s96[69] := 1104.694113; s96[93] := 1202.222633;

s96[22] := 811.0306101; s96[46] := 795.3455; s96[70] := 931.8794214; s96[94] := 1200.217811;

s96[23] := 756.601764; s96[47] := 977.5900449; s96[71] := 1122.668569; s96[95] := 1263.781915;

sp := New SmUnivariateSpectrumAnalysis.Create;

sp.Serie.Value := s96;

sp.ModelPeriod.FirstPoint := 1;

sp.ModelPeriod.LastPoint := 96;

sp.MissingData.Method := MissingDataMethod.SampleAverage;

sp.DataProportion := 0.1;

sp.LagWindow := LagWindowType.Rectangular;

sp.CutOffPoint := 96;

sp.CalculateCovariances := True;

sp.CovariancesCount := 96;

sp.FastFourierTransformOrder := 256;

sp.FrequencyDevision := 256;

sp.LoggedSpectralEstimates := True;

res := sp.Execute;

If res<>0 Then

Debug.WriteLine(sp.Errors);

Else

d0 := sp.SpectrumStatistics.LCL;

Debug.WriteLine("Lower confidence bound " + d0.ToString);

d0 := sp.SpectrumStatistics.UCL;

Debug.WriteLine("Upper confidence bound " + d0.ToString);

d0 := sp.SpectrumStatistics.BW;

Debug.WriteLine("Bandwidth " + d0.ToString);

d0 := sp.SpectrumStatistics.DF;

Debug.WriteLine("Number of degrees of freedom " + d0.ToString);

End If;

End Sub Main;

After executing the example the console window displays summary characteristics:

Module execution started

Lower confidence bound -1.6142035050291401

Upper confidence bound 6.9258488679797523

Bandwidth 0.032724923474893676

Number of degrees of freedom 1

Module execution finished