HQcriterion: Double;
The HQcriterion property returns HQ criterion.
To get Akaike information criterion, use the ISummaryStatistics.AIC property.
To execute the example, add a link to the Stat system assembly.
Sub UserProc;
Var
LinearR: SmLinearRegress;
can, fr: Array[9] Of Double;
res, i: Integer;
Con: IIntercept;
ss: ISummaryStatistics;
Begin
LinearR := New SmLinearRegress.Create;
For i := 0 To 8 Do
can[i] := 1230 + i * 302;
fr[i] := 579.5 + i * 9.4;
End For;
// Set model parameters
LinearR.Explained.Value := can;
LinearR.Explanatories.Add.Value := fr;
Con := LinearR.ModelCoefficients.Intercept;
con.Mode := InterceptMode.ManualEstimate;
con.Estimate := 35.7;
// Calculate
res := LinearR.Execute;
ss := LinearR.SummaryStatistics;
Debug.Write("HQ criterion: ");
Debug.WriteLine(ss.HQcriterion);
Debug.Write("Number of observations, actually used to build the model: ");
Debug.WriteLine(ss.IncludedObservations);
Debug.Write("J-statistics: ");
Debug.WriteLine(ss.Jstat);
Debug.Write("J-statistics probability: ");
Debug.WriteLine(ss.ProbJstat);
End Sub UserProc;
After executing the example the console window displays summary statistics:
HQ criterion.
The number of observations actually used to build the model.
J-statistics value.
Probability value for J-statistics.
See also:
ISummaryStatistics | Hannan-Quinn Information Criterion (HQ-Criterion)