public void PrintPacfs()
{
pacfs = AutoCorrelation.CalculatePacfs(acfs);
Console.WriteLine("###############################################\n");
Console.WriteLine("PACFS:");
foreach (var num in pacfs)
{
Console.WriteLine(num);
}
}
public static int EstimateOrder(double[] data, int maxOrder)
{
double significanceLevel = 2 / Math.Sqrt(data.Length);
int order = maxOrder;
double[] acfs = AutoCorrelation.CalculateAcfs(data, maxOrder);
double[] pacfs = AutoCorrelation.CalculatePacfs(acfs);
for (int i = 0; i < maxOrder; i++)
{
if (Math.Abs(pacfs[i + 1]) < significanceLevel)
{
return(i);
}
}
return(order);
}
public static int EstimateOrder(double[] data, int maxOrder)
{
var significanceLevel = 2 / System.Math.Sqrt(data.Length);
var order = maxOrder;
var acfs = AutoCorrelation.CalculateAcfs(data, maxOrder);
var pacfs = AutoCorrelation.CalculatePacfs(acfs);
for (var i = 0; i < maxOrder; i++)
{
if (System.Math.Abs(pacfs[i + 1]) < significanceLevel)
{
return(i);
}
}
return(order);
}
private void Execute(object obj)
{
ErrorIsVisible = Visibility.Hidden;
if (!InputIsValid())
{
return;
}
ArtaNumbers.Clear();
Acfs.Clear();
Pacfs.Clear();
try
{
var context = new ArtaExecutionContext((ArtaExecutionContext.Distribution)Distribution, new double[] { correlationCoefficient });
var artaProcess = context.ArtaProcess;
artaNumbers = new double[iterations];
artaNumbers = new double[iterations];
for (var i = 0; i < Iterations; i++)
{
artaNumbers[i] = artaProcess.Next();
ArtaNumbers.Add(new ListHelper(artaNumbers[i], 0, 0));
}
acfs = AutoCorrelation.CalculateAcfs(artaNumbers, lag);
foreach (var item in acfs)
{
Acfs.Add(new ListHelper(0, item, 0));
}
pacfs = AutoCorrelation.CalculatePacfs(acfs);
foreach (var item in pacfs)
{
Pacfs.Add(new ListHelper(0, 0, item));
}
Order = OrderEstimator.EstimateOrder(artaNumbers, lag);
ExportIsEnabled = true;
}
catch (Exception exception)
{
ErrorMessage = exception.Message;
ErrorIsVisible = Visibility.Visible;
}
}
public static void Main(String[] args)
{
RealDistribution distribution = new ExponentialDistribution(1.0);
double[] artaCorrelationCoefficients = { 0.3, 0.3, -0.1 };
IArtaProcess arta = ArtaProcessFactory.CreateArtaProcess(distribution, artaCorrelationCoefficients);
double[] data = new double[10000];
for (int i = 0; i < data.Length; i++)
{
data[i] = arta.Next();
}
int maxLag = 10;
double[] acfs = AutoCorrelation.CalculateAcfs(data, maxLag);
double[] pacfs = AutoCorrelation.CalculatePacfs(acfs);
Console.WriteLine("#########################");
Console.WriteLine("ACFS");
foreach (double d in acfs)
{
Console.WriteLine(d.ToString());
}
Console.WriteLine('\n');
Console.WriteLine("#########################");
Console.WriteLine("PACFS");
foreach (double d in pacfs)
{
Console.WriteLine(d);
}
Console.WriteLine('\n');
Console.WriteLine("#########################");
Console.WriteLine("Order");
Console.WriteLine(OrderEstimator.EstimateOrder(data, maxLag));
}
public ArtaStatistics Pacfs()
{
pacfs = AutoCorrelation.CalculatePacfs(acfs);
printPacfs = true;
return(this);
}
