/// <summary>
/// Kelas untuk menghitung nilai batas atas dan bawah
/// </summary>
/// / // <param name="data"> data yang digunakan untuk analisis </param>
/// <param name="lag"> Jumlah lag yang di include kan</param>
public Boundaries(double[] data, int lag, bool whiteNoiseACf)
{
double[] t = new double[] { 12.706, 4.303, 3.182, 2.776, 2.571,
2.447, 2.365, 2.306, 2.262, 2.228, 2.201, 2.179, 2.160, 2.145, 2.131, 2.120, 2.110,
2.101, 2.093, 2.086, 2.080, 2.074, 2.069, 2.064, 2.060, 2.056, 2.052, 2.048, 2.045, 1.96 };
int n = data.Length;
this.whiteNoiseAcf = whiteNoiseACf;
this.acfup = new double[lag];
this.acfdown = new double[lag];
this.pacfup = new double[lag];
this.pacfdown = new double[lag];
// calculate ACF
if (!this.whiteNoiseAcf)
{
double seacf;
double se2acf;
Vector A = new Vector(data, data.Length);
LjungBoxQTest k = new LjungBoxQTest(A, lag);
//Nilai batas atas dan bawah berdasar buku "Peramalan Bisnis" by John E. Hanke
if (n < 30)
{
double sumacf = 0;
for (int a = 0; a < lag; a++)
{
se2acf = (1 + 2 * sumacf) / n;
seacf = Math.Sqrt(se2acf);
acfup[a] = t[n - 2] * seacf;
acfdown[a] = -1 * t[n - 2] * seacf;
sumacf += Math.Pow(k.ACF[a], 2);
}
// previous way
//for (int a = 0; a < lag; a++)
//{
// double sumacf = 0;
// for (int j = 0; j < a; j++)
// {
// sumacf += Math.Pow(k.ACF[j], 2);
// }
// se2acf = (1 + 2 * sumacf) / n;
// seacf = Math.Sqrt(se2acf);
// acfup[a] = t[n - 2] * seacf;
// acfdown[a] = -1 * t[n - 2] * seacf;
//}
}
else
{
double sumacf = 0;
for (int a = 0; a < lag; a++)
{
se2acf = (1 + 2 * sumacf) / n;
seacf = Math.Sqrt(se2acf);
acfup[a] = 1.96 * seacf;
acfdown[a] = -1 * 1.96 * seacf;
sumacf += Math.Pow(k.ACF[a], 2);
}
// previous way
//for (int a = 0; a < lag; a++)
//{
// double sumacf = 0;
// for (int j = 0; j < a; j++)
// {
// sumacf += Math.Pow(k.ACF[j], 2);
// }
// se2acf = (1 + 2 * sumacf) / n;
// seacf = Math.Sqrt(se2acf);
// acfup[a] = 1.96 * seacf;
// acfdown[a] = -1 * 1.96 * seacf;
//}
}
}
else
{
//white noise
double seacf;
seacf = Math.Sqrt((double)1 / n);
for (int i = 0; i < lag; i++)
{
acfup[i] = 1.96 * seacf;
acfdown[i] = -1 * 1.96 * seacf;
}
}
//Penghitungan nilai batas atas dan bawah berdasar buku Gujarati (white noise)
// calculate PACF
double sepacf;
sepacf = Math.Sqrt((double)1 / n);
for (int i = 0; i < lag; i++)
{
pacfup[i] = 1.96 * sepacf;
pacfdown[i] = -1 * 1.96 * sepacf;
}
}
public void DisplayResult()
{
Vector Y = new Vector(data, data.Length);
Boundaries k = new Boundaries(data, lag, this.whiteNoiseAcf);
LjungBoxQTest Q = new LjungBoxQTest(Y, lag);
//I GRAFIK ACF
//Mengeset nilai pada grafik sumbu x
double[] xAxis = new double[lag];
for (int i = 0; i < lag; i++)
{
xAxis[i] = i + 1.0;
}
//mengeset nilai-nilai ACF pada sumbu y
double[] yAxis = new double[lag];
for (int i = 0; i < lag; i++)
{
yAxis[i] = Q.ACF[i];
}
GraphPane variablePane = this.zedGraphControl1.GraphPane;
//Memberi nama pada grafik
variablePane.Title.Text = "ACF Graph";
string whiteNoiseText = "";
//if (this.whiteNoiseAcf) whiteNoiseText += "(white noise)";
variablePane.XAxis.Title.Text = "Lag";
variablePane.YAxis.Title.Text = "ACF";
//Menampilkan grafik batas atas dan batas bawah
variablePane.AddCurve("Upper Bound " + whiteNoiseText, xAxis, k.ACFUp, Color.Blue, SymbolType.None);
variablePane.AddCurve("Lower Bound " + whiteNoiseText, xAxis, k.ACFDown, Color.Blue, SymbolType.None);
//Menampilkan grafik ACF
BarItem myCurve = variablePane.AddBar("ACF", xAxis, yAxis, Color.Red);
//myCurve.Line.Width = 5.0f;
//Batas max dan min sumbu y
variablePane.YAxis.Scale.Min = -1;
variablePane.YAxis.Scale.Max = 1;
variablePane.XAxis.Scale.Min = 0;
variablePane.XAxis.Scale.Max = lag + 1;
//Memberi warna pada grafik
variablePane.Chart.Fill = new Fill(Color.FromArgb(255, 255, 245),
Color.FromArgb(255, 255, 190), 90F);
variablePane.Fill = new Fill(Color.White, Color.LightBlue, 135.0f);
zedGraphControl1.AxisChange();
zedGraphToolstrip1.SetData(zedGraphControl1, variablePane);
//II GRAFIK PACF
//Mengeset nilai pada grafik sumbu x
double[] xAxis1 = new double[lag];
for (int i = 0; i < lag; i++)
{
xAxis1[i] = i + 1.0;
}
//mengeset nilai-nilai PACF pada sumbu y
double[] yAxis1 = new double[lag];
for (int i = 0; i < lag; i++)
{
yAxis1[i] = Q.PACF[i, i];
}
GraphPane variablePane1 = this.zedGraphControl2.GraphPane;
//Memberi nama pada grafik
variablePane1.Title.Text = "PACF Graph";
variablePane1.XAxis.Title.Text = "Lag";
variablePane1.YAxis.Title.Text = "PACF";
//Menampilkan grafik batas atas dan batas bawah
LineItem cv1 = variablePane1.AddCurve("Upper Bound", xAxis, k.PACFUp, Color.Blue, SymbolType.None);
LineItem cv2 = variablePane1.AddCurve("lower Bound", xAxis, k.PACFDown, Color.Blue, SymbolType.None);
//Menampilkan grafik PACF
BarItem myCurve1 = variablePane1.AddBar("PACF", xAxis1, yAxis1, Color.Red);
//myCurve1.Line.Width = 5.0f;
//Batas max dan min sumbu y
variablePane1.YAxis.Scale.Min = -1;
variablePane1.YAxis.Scale.Max = 1;
variablePane1.XAxis.Scale.Min = 0;
variablePane1.XAxis.Scale.Max = lag + 1;
//Memberi warna pada grafik
variablePane1.Chart.Fill = new Fill(Color.FromArgb(255, 255, 245),
Color.FromArgb(255, 255, 190), 90F);
variablePane1.Fill = new Fill(Color.White, Color.LightBlue, 135.0f);
zedGraphControl2.AxisChange();
zedGraphToolstrip2.SetData(zedGraphControl2, variablePane1);
dataGridView2.RowCount = lag;
dataGridView2.RowHeadersWidthSizeMode = DataGridViewRowHeadersWidthSizeMode.AutoSizeToAllHeaders;
//Menampilkan tabel yang berisi nilai ACF, PACF, Statistik Q, PValue
for (int i = 0; i < lag; i++)
{
dataGridView2.Rows[i].HeaderCell.Value = "" + (i + 1);
dataGridView2[0, i].Value = Q.ACF[i].ToString("F4");
dataGridView2[1, i].Value = Q.PACF[i, i].ToString("F4");
dataGridView2[2, i].Value = Q.LB[i].ToString("F4");
if (Q.PValue[i].ToString() == "NaN")
{
dataGridView2[3, i].Value = "";
}
else
{
dataGridView2[3, i].Value = Q.PValue[i].ToString("F3");
}
}
}
public void DisplayResult()
{
Vector Y = new Vector(data, data.Length);
Boundaries k = new Boundaries(data, lag, this.whiteNoiseAcf);
LjungBoxQTest Q = new LjungBoxQTest(Y, lag);
//I GRAFIK ACF
//Mengeset nilai pada grafik sumbu x
double[] xAxis = new double[lag];
for (int i = 0; i < lag; i++) xAxis[i] = i + 1.0;
//mengeset nilai-nilai ACF pada sumbu y
double[] yAxis = new double[lag];
for (int i = 0; i < lag; i++) yAxis[i] = Q.ACF[i];
GraphPane variablePane = this.zedGraphControl1.GraphPane;
//Memberi nama pada grafik
variablePane.Title.Text = "ACF Graph";
string whiteNoiseText="";
//if (this.whiteNoiseAcf) whiteNoiseText += "(white noise)";
variablePane.XAxis.Title.Text = "Lag";
variablePane.YAxis.Title.Text = "ACF";
//Menampilkan grafik batas atas dan batas bawah
variablePane.AddCurve("Upper Bound " + whiteNoiseText, xAxis, k.ACFUp, Color.Blue, SymbolType.None);
variablePane.AddCurve("Lower Bound " + whiteNoiseText, xAxis, k.ACFDown, Color.Blue, SymbolType.None);
//Menampilkan grafik ACF
BarItem myCurve = variablePane.AddBar("ACF", xAxis, yAxis, Color.Red);
//myCurve.Line.Width = 5.0f;
//Batas max dan min sumbu y
variablePane.YAxis.Scale.Min = -1;
variablePane.YAxis.Scale.Max = 1;
variablePane.XAxis.Scale.Min = 0;
variablePane.XAxis.Scale.Max = lag + 1;
//Memberi warna pada grafik
variablePane.Chart.Fill = new Fill(Color.FromArgb(255, 255, 245),
Color.FromArgb(255, 255, 190), 90F);
variablePane.Fill = new Fill(Color.White, Color.LightBlue, 135.0f);
zedGraphControl1.AxisChange();
zedGraphToolstrip1.SetData(zedGraphControl1, variablePane);
//II GRAFIK PACF
//Mengeset nilai pada grafik sumbu x
double[] xAxis1 = new double[lag];
for (int i = 0; i < lag; i++) xAxis1[i] = i + 1.0;
//mengeset nilai-nilai PACF pada sumbu y
double[] yAxis1 = new double[lag];
for (int i = 0; i < lag; i++) yAxis1[i] = Q.PACF[i, i];
GraphPane variablePane1 = this.zedGraphControl2.GraphPane;
//Memberi nama pada grafik
variablePane1.Title.Text = "PACF Graph";
variablePane1.XAxis.Title.Text = "Lag";
variablePane1.YAxis.Title.Text = "PACF";
//Menampilkan grafik batas atas dan batas bawah
LineItem cv1 = variablePane1.AddCurve("Upper Bound", xAxis, k.PACFUp, Color.Blue, SymbolType.None);
LineItem cv2 = variablePane1.AddCurve("lower Bound", xAxis, k.PACFDown, Color.Blue, SymbolType.None);
//Menampilkan grafik PACF
BarItem myCurve1 = variablePane1.AddBar("PACF", xAxis1, yAxis1, Color.Red);
//myCurve1.Line.Width = 5.0f;
//Batas max dan min sumbu y
variablePane1.YAxis.Scale.Min = -1;
variablePane1.YAxis.Scale.Max = 1;
variablePane1.XAxis.Scale.Min = 0;
variablePane1.XAxis.Scale.Max = lag + 1;
//Memberi warna pada grafik
variablePane1.Chart.Fill = new Fill(Color.FromArgb(255, 255, 245),
Color.FromArgb(255, 255, 190), 90F);
variablePane1.Fill = new Fill(Color.White, Color.LightBlue, 135.0f);
zedGraphControl2.AxisChange();
zedGraphToolstrip2.SetData(zedGraphControl2, variablePane1);
dataGridView2.RowCount = lag;
dataGridView2.RowHeadersWidthSizeMode = DataGridViewRowHeadersWidthSizeMode.AutoSizeToAllHeaders;
//Menampilkan tabel yang berisi nilai ACF, PACF, Statistik Q, PValue
for (int i = 0; i < lag; i++)
{
dataGridView2.Rows[i].HeaderCell.Value = "" + (i + 1);
dataGridView2[0, i].Value = Q.ACF[i].ToString("F4");
dataGridView2[1, i].Value = Q.PACF[i, i].ToString("F4");
dataGridView2[2, i].Value = Q.LB[i].ToString("F4");
if (Q.PValue[i].ToString() == "NaN")
{ dataGridView2[3, i].Value = ""; }
else
dataGridView2[3, i].Value = Q.PValue[i].ToString("F3");
}
}
/// <summary>
/// Kelas untuk menghitung nilai batas atas dan bawah
/// </summary>
/// / // <param name="data"> data yang digunakan untuk analisis </param>
/// <param name="lag"> Jumlah lag yang di include kan</param>
public Boundaries(double[] data, int lag, bool whiteNoiseACf)
{
double[] t = new double[] {12.706, 4.303, 3.182, 2.776, 2.571,
2.447, 2.365, 2.306, 2.262, 2.228, 2.201, 2.179, 2.160, 2.145, 2.131, 2.120, 2.110,
2.101, 2.093, 2.086, 2.080, 2.074, 2.069, 2.064, 2.060, 2.056, 2.052, 2.048, 2.045, 1.96};
int n = data.Length;
this.whiteNoiseAcf = whiteNoiseACf;
this.acfup = new double[lag];
this.acfdown = new double[lag];
this.pacfup = new double[lag];
this.pacfdown = new double[lag];
// calculate ACF
if (!this.whiteNoiseAcf)
{
double seacf;
double se2acf;
Vector A = new Vector(data, data.Length);
LjungBoxQTest k = new LjungBoxQTest(A, lag);
//Nilai batas atas dan bawah berdasar buku "Peramalan Bisnis" by John E. Hanke
if (n < 30)
{
double sumacf = 0;
for (int a = 0; a < lag; a++)
{
se2acf = (1 + 2 * sumacf) / n;
seacf = Math.Sqrt(se2acf);
acfup[a] = t[n - 2] * seacf;
acfdown[a] = -1 * t[n - 2] * seacf;
sumacf += Math.Pow(k.ACF[a], 2);
}
// previous way
//for (int a = 0; a < lag; a++)
//{
// double sumacf = 0;
// for (int j = 0; j < a; j++)
// {
// sumacf += Math.Pow(k.ACF[j], 2);
// }
// se2acf = (1 + 2 * sumacf) / n;
// seacf = Math.Sqrt(se2acf);
// acfup[a] = t[n - 2] * seacf;
// acfdown[a] = -1 * t[n - 2] * seacf;
//}
}
else
{
double sumacf = 0;
for (int a = 0; a < lag; a++)
{
se2acf = (1 + 2 * sumacf) / n;
seacf = Math.Sqrt(se2acf);
acfup[a] = 1.96 * seacf;
acfdown[a] = -1 * 1.96 * seacf;
sumacf += Math.Pow(k.ACF[a], 2);
}
// previous way
//for (int a = 0; a < lag; a++)
//{
// double sumacf = 0;
// for (int j = 0; j < a; j++)
// {
// sumacf += Math.Pow(k.ACF[j], 2);
// }
// se2acf = (1 + 2 * sumacf) / n;
// seacf = Math.Sqrt(se2acf);
// acfup[a] = 1.96 * seacf;
// acfdown[a] = -1 * 1.96 * seacf;
//}
}
}
else
{
//white noise
double seacf;
seacf = Math.Sqrt((double)1 / n);
for (int i = 0; i < lag; i++)
{
acfup[i] = 1.96 * seacf;
acfdown[i] = -1 * 1.96 * seacf;
}
}
//Penghitungan nilai batas atas dan bawah berdasar buku Gujarati (white noise)
// calculate PACF
double sepacf;
sepacf = Math.Sqrt((double)1 / n);
for (int i = 0; i < lag; i++)
{
pacfup[i] = 1.96 * sepacf;
pacfdown[i] = -1 * 1.96 * sepacf;
}
}
