//this method hides buttons, plots etc.
private void hide()
{
ARCHdgv.Hide();
ARCHmodels.Hide();
ARCHmodelsdgv.Hide();
ARCHwhitenoise.Hide();
ARCHarimadgv.Hide();
ARCHarchdgv.Hide();
ARCHsavebt.Hide();
ARCHarimalbl.Hide();
label1.Hide();
label2.Hide();
label3.Hide();
}
//if the user clicks on one of the ARCH/GARCH models in the Fitted ARCH/GARCH models datagridview, this method is called
//it will display the parameters from the ARCH/GARCH model and it will also give a diagnostic plot of the residuals
private void ARCHmodelsdgv_CellClick(object sender, System.Windows.Forms.DataGridViewCellEventArgs e)
{
ARCHarimadgv.Show();
ARCHarchdgv.Show();
label1.Show();
label2.Show();
ARCHwhitenoise.Show();
ARCHsavebt.Show();
//place holder to determine which row in the DGV has been selected
int selectedrowindex = 0;
if (this.ARCHmodelsdgv.SelectedCells.Count > 0)
{
selectedrowindex = ARCHmodelsdgv.SelectedCells[0].RowIndex;
}
//look at the acf of the theoretical white noise
List <double> residsac = new List <double>();
foreach (double dd in archModellist[selectedrowindex].archacfWhitenoise)
{
residsac.Add(dd);
}
residsac.RemoveAt(0);
//we will use the following code to create the horizontal lines in the ACF and PACF plots
int n = archModellist[selectedrowindex].archWhitenoise.Count();
double l1 = 1.96 / Math.Sqrt(n);
double l2 = -1.96 / Math.Sqrt(n);
List <double> line1 = new List <double>();
List <double> line2 = new List <double>();
for (int i = 0; i < residsac.Count(); i++)
{
line1.Add(l1);
line2.Add(l2);
}
ARCHwhitenoise.Titles.Clear();
ARCHwhitenoise.Titles.Add(new Title("ACF of v(t) from ARCH/GARCH model", Docking.Top, new Font("Verdana", 8f, FontStyle.Bold), Color.Black));
ARCHwhitenoise.ChartAreas[0].AxisY.LabelStyle.Font = ARCHwhitenoise.ChartAreas[0].AxisX.LabelStyle.Font = new Font("Arial", 11, GraphicsUnit.Pixel);
ARCHwhitenoise.ChartAreas[0].RecalculateAxesScale();
ARCHwhitenoise.Series.Clear();
var series10 = new System.Windows.Forms.DataVisualization.Charting.Series
{
Name = "ACF Arch white noise",
Color = System.Drawing.Color.Blue,
IsVisibleInLegend = false,
IsXValueIndexed = true,
ChartType = SeriesChartType.Column
};
this.ARCHwhitenoise.Series.Add(series10);
int z = 0;
foreach (double dd in residsac)
{
series10.Points.AddXY(z + 1, residsac[z]);
z++;
}
var series26 = new System.Windows.Forms.DataVisualization.Charting.Series
{
Name = "Series26",
Color = System.Drawing.Color.Black,
IsVisibleInLegend = false,
IsXValueIndexed = true,
ChartType = SeriesChartType.Line
};
this.ARCHwhitenoise.Series.Add(series26);
z = 0;
foreach (double dd in line1)
{
series26.Points.AddXY(z + 1, line1[z]);
z++;
}
var series27 = new System.Windows.Forms.DataVisualization.Charting.Series
{
Name = "Series27",
Color = System.Drawing.Color.Black,
IsVisibleInLegend = false,
IsXValueIndexed = true,
ChartType = SeriesChartType.Line
};
this.ARCHwhitenoise.Series.Add(series27);
z = 0;
foreach (double dd in line2)
{
series27.Points.AddXY(z + 1, line2[z]);
z++;
}
ARCHwhitenoise.Invalidate();
ARCHwhitenoise.ChartAreas[0].AxisY.Maximum = this.P.maximum(residsac);
//populating the ARCGarimadgv with the parameter estimates
int mposition = 0;
mposition = ARCHdgv.SelectedRows[0].Index;
ARCHarimadgv.Show();
ARCHarimadgv.AllowUserToAddRows = false;
ARCHarimadgv.AutoGenerateColumns = false;
ARCHarimadgv.Rows.Clear();
ARCHarimadgv.Columns.Clear();
int nparams = Modellist[mposition].Parameters.Count();
string[] vals = new string[nparams];
for (int i = 0; i < nparams; i++)
{
vals[i] = Math.Round(Modellist[mposition].Parameters[i], 3).ToString();
}
int nar = Modellist[mposition].P;
int nma = Modellist[mposition].Q;
ARCHarimadgv.ColumnCount = nparams;
ARCHarimadgv.RowCount = 1;
for (int i = 0; i < nar; i++)
{
ARCHarimadgv.Columns[i].Name = "AR" + (i + 1).ToString();
}
for (int i = 0; i < nma; i++)
{
ARCHarimadgv.Columns[i + nar].Name = "MA" + (i + 1).ToString();
}
ARCHarimadgv.Rows[0].SetValues(vals);
//populating the ARCGarchdgv with the parameter estimates
ARCHarchdgv.Show();
ARCHarchdgv.AllowUserToAddRows = false;
ARCHarchdgv.AutoGenerateColumns = false;
ARCHarchdgv.Rows.Clear();
ARCHarchdgv.Columns.Clear();
int narchparams = archModellist[selectedrowindex].archParameters.Count();
string[] archvals = new string[narchparams];
for (int i = 0; i < narchparams; i++)
{
archvals[i] = Math.Round(archModellist[selectedrowindex].archParameters[i], 3).ToString();
}
int archnar = archModellist[selectedrowindex].archP;
int archnma = archModellist[selectedrowindex].archQ + 1;
ARCHarchdgv.ColumnCount = narchparams;
ARCHarchdgv.RowCount = 1;
for (int i = 0; i < archnma; i++)
{
ARCHarchdgv.Columns[i].Name = "alpha" + (i).ToString();
}
for (int i = 0; i < archnar; i++)
{
ARCHarchdgv.Columns[i + archnma].Name = "beta" + (i + 1).ToString();
}
ARCHarchdgv.Rows[0].SetValues(archvals);
}
