//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));
}
}
