//method which loads the details of previously calibrated ARIMA/ARCH/GARCH models into modellist
private void loadmodels(int position)
{
string interim1 = Fnames[position].Replace(".xlsx", "");
string interim2 = Tab[position].Replace("$", "");
string interim3 = Flocations[position].Replace(fnames[position], interim1 + interim2 + "Models.csv");
if (!File.Exists(interim3))
{
return;
}
StreamReader sr = new StreamReader(interim3);
string line;
sr.ReadLine();
Modellist.Clear();
while ((line = sr.ReadLine()) != null)
{
bool subtractmean = false;
char[] delimiters = new char[] { '\t', ' ' };
string[] details = line.Split(delimiters);
string Transform = details[0];
double Shape = double.Parse(details[1]);
double Scale = double.Parse(details[2]);
string Model = details[3];
int P = int.Parse(details[4]);
int Q = int.Parse(details[5]);
int D = int.Parse(details[6]);
double A = double.Parse(details[7]);
double SS = double.Parse(details[8]);
double Variance = double.Parse(details[9]);
List <double> Parameters = new List <double>();
for (int i = 0; i < P + Q; i++)
{
Parameters.Add(double.Parse(details[10 + i]));
}
int archQ = int.Parse(details[10 + P + Q]);
int archP = int.Parse(details[11 + P + Q]);
double archAIC = double.Parse(details[12 + P + Q]);
List <double> archParameters = new List <double>();
if (archQ == 0)
{
archParameters.Add(0);
}
else
{
//if we have an ARCH(Q) model then there are Q+1 parameters
for (int i = 0; i < archP + (archQ + 1); i++)
{
archParameters.Add(double.Parse(details[13 + P + Q + i]));
}
}
subtractmean = bool.Parse(details[13 + P + Q + archP + (archQ + 1)]);
Modellist.Add(new model(Model, P, Q, D, A, 0, Parameters, new List <double> {
0.0
}, Variance, new List <double> {
0.0
}, SS, Transform, Shape, Scale, archQ, archP, archParameters, archAIC, subtractmean));
}
}
//on selecting one of the values from the listbox, this method is called.
//It a)populates the Tseries list b)calls the loadmodels() method c) calls the populatedatagridview() method
private void ARCHlb_SelectedValueChanged(object sender, EventArgs e)
{
System.Windows.Forms.Cursor old = this.Cursor;
this.Cursor = Cursors.AppStarting;
Tseries.Clear();
int position = ARCHlb.SelectedIndex;
if (position == -1)
{
this.Cursor = old;
return;
}
string curItem = Tab[position];
string df = Flocations[position];
string f = ";Extended Properties=\"Excel 12.0;HDR=NO\"";
string c = "Provider=Microsoft.ACE.OLEDB.12.0;Data Source=" + df + f;
string interim1 = Fnames[position].Replace(".xlsx", "");
string interim2 = Tab[position].Replace("$", "");
string interim3 = Flocations[position].Replace(fnames[position], interim1 + interim2 + ".csv");
int counter = 0;
string line1;
string line2;
string line3;
double t = 0;
double tscale = 0;
try
{
StreamReader sr = new StreamReader(interim3);
while (counter < 1)
{
line1 = sr.ReadLine();
line2 = sr.ReadLine();
line3 = sr.ReadLine();
bool tf = Double.TryParse(line2, out t);
bool tfscale = Double.TryParse(line3, out tscale);
if (line1 == "Iterative")
{
this.Type = "Iterative";
this.Transform = t;
this.Transformscale = 0;
}
if (line1 == "Weibull")
{
this.Type = "Weibull";
this.Transform = t;
this.Transformscale = tscale;
}
counter++;
}
}
catch
{
}
DataSet data = new DataSet();
OleDbConnection con = new OleDbConnection(c);
DataTable dataTable = new DataTable();
string query = string.Format("SELECT * FROM [{0}]", curItem);
OleDbDataAdapter adapter = new OleDbDataAdapter(query, con);
try
{
con.Open();
adapter.Fill(dataTable);
data.Tables.Add(dataTable);
int m = 0, n = 0;
m = data.Tables[0].Rows.Count;
n = dataTable.Columns.Count;
this.R = m;
this.C = n;
int q = 0, r = 0;
try
{
for (q = 0; q < m; q++)
{
for (r = 0; r < n; r++)
{
double d = (double)data.Tables[0].Rows[q].ItemArray[r];
Tseries.Add(d);
}
}
}
catch (Exception x)
{
MessageBox.Show("No data in the underlying tab. Error:" + x.Message);
}
}
catch (Exception ex)
{
MessageBox.Show("The listbox selection did not work. Error: " + ex.Message);
}
finally
{
con.Close();
Modellist.Clear();
this.loadmodels(position);
if (Modellist.Count() == 0)
{
hide();
string message = "No ARIMA models relating to this data set have been found.\nPlease go back to ARIMA section, run the models and save output.";
string caption = "ARIMA Models";
MessageBoxButtons buttons = MessageBoxButtons.OK;
DialogResult result;
result = MessageBox.Show(message, caption, buttons);
}
else
{
populatedatagridview();
this.P = new Statistics(Tseries);
}
this.Cursor = old;
}
}
