private void button1_Click(object sender, EventArgs e)
{
StringBuilder Result = new StringBuilder();
int ColNum = 0;
if (Int32.TryParse(texbox_dep.Text, out ColNum))
{
string[] NumberSeries = Tabulation.ReadVector(MainForm.MainDT, ColNum - 1).ToArray();
int length = 0;
int lag = 4; //自己给定lag的值
string[][] NumberCombine = new string[lag + 1][];
BigDecimal[] corr = new BigDecimal[lag];
BigDecimal sum_Qtest = 0;
BigDecimal sum_LBtest = 0;
foreach (string Num in NumberSeries)
{
if (Num != "" && Num != null)
{
length++;
}
}
if (length < 8)
{
MessageBox.Show("数据量过少,建议使用灰色预测");
}
else
{
for (int i = 0; i < lag + 1; i++)
{
NumberCombine[i] = new string[length - lag];
for (int j = 0; j < length - lag; j++)
{
NumberCombine[i][j] = NumberSeries[j + lag - i];
}
try
{
corr[i - 1] = Stat.Corr(NumberCombine[i], NumberCombine[i - 1]);
sum_Qtest += corr[i - 1] * corr[i - 1];
sum_LBtest += corr[i - 1] * corr[i - 1] / (BigDecimal)(length - i);
}
catch (Exception ex) { }
}
string[] output = Stat.TimeseriesTest(length, sum_Qtest, sum_LBtest, lag, corr);
Result.Append(StrManipulation.PadLeftX("时间序列平稳性检验", ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadRightX("Q检验:", ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("Q =", ' ', 12));
Result.Append("\t");
Result.Append(StrManipulation.PadLeftX(MathV.NumberPolish(output[lag]), ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("Prob > Q =", ' ', 12));
Result.Append("\t");
Result.Append(StrManipulation.PadLeftX(MathV.NumberPolish(output[lag + 1]), ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadRightX("LB检验:", ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("LB =", ' ', 12));
Result.Append("\t");
Result.Append(StrManipulation.PadLeftX(MathV.NumberPolish(output[lag + 2]), ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("Prob > LB =", ' ', 12));
Result.Append("\t");
Result.Append(StrManipulation.PadLeftX(MathV.NumberPolish(output[lag + 3]), ' ', 12));
Result.Append("\r\n");
if (Convert.ToDouble(output[lag + 1]) <= 0.05 || Convert.ToDouble(output[lag + 3]) <= 0.05)
{
Result.Append(StrManipulation.PadRightX("在95%的显著性水平下认为序列非白噪声，观测值间显著相关。", ' ', 50));
Result.Append("\r\n");
}
else
{
Result.Append(StrManipulation.PadRightX("在95%的显著性水平下认为序列为白噪声，观测值间相互独立。", ' ', 50));
Result.Append("\r\n");
}
Result.Append("\r\n");
int period = 0;
if (Int32.TryParse(textBox_period.Text, out period))
{
BigDecimal[] AR1 = Stat.AR1(NumberSeries, length, corr, period);
BigDecimal[] AR2 = Stat.AR2(NumberSeries, length, corr, period);
BigDecimal[] plot_forecast = new BigDecimal[period];
if (AR1[period] <= AR2[period])
{
Result.Append(StrManipulation.PadRightX("最佳预测模型：AR1", ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("序号（预测）", ' ', 12));
Result.Append("\t");
for (int i = 0; i < period; i++)
{
Result.Append(StrManipulation.PadLeftX(i.ToString(), ' ', 12));
plot_forecast[i] = AR1[i];
Result.Append("\t");
}
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("预测值", ' ', 12));
Result.Append("\t");
for (int i = 0; i < period; i++)
{
Result.Append(StrManipulation.PadLeftX(MathV.NumberPolish(AR1[i].ToString()), ' ', 12));
Result.Append("\t");
}
}
else
{
Result.Append(StrManipulation.PadRightX("最佳预测模型：AR2", ' ', 12));
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("序号（预测）", ' ', 12));
Result.Append("\t");
for (int i = 0; i < period; i++)
{
Result.Append(StrManipulation.PadLeftX(i.ToString(), ' ', 12));
plot_forecast[i] = AR2[i];
Result.Append("\t");
}
Result.Append("\r\n");
Result.Append(StrManipulation.PadLeftX("预测值", ' ', 12));
Result.Append("\t");
for (int i = 0; i < period; i++)
{
Result.Append(StrManipulation.PadLeftX(MathV.NumberPolish(AR2[i].ToString()), ' ', 12));
Result.Append("\t");
}
}
Result.Append("\r\n");
Result.Append("\r\n");
MainForm.S.richTextBox1.AppendText(Result.ToString());
//MainForm.S.richTextBox1.Select();//让RichTextBox获得焦点
chart_timeseries.Series.Clear();
Series series = new Series("原数据");
Series series2 = new Series("预测数据");
//ChartArea area = chart_timeseries.ChartAreas.Add("chartArea");
//area.AxisX.MajorGrid.LineWidth = 0;
series.Color = Color.MidnightBlue;
series2.Color = Color.Maroon;
if (length <= 50)
{
series.BorderWidth = 2;
series2.BorderWidth = 2;
}
series.ChartType = SeriesChartType.Line;
series2.ChartType = SeriesChartType.Line;
for (int i = 0; i < length; i++)
{
series.Points.AddXY(i + 1, Convert.ToDouble(NumberSeries[i].ToString()));
}
series2.Points.AddXY(length, Convert.ToDouble(NumberSeries[length - 1].ToString()));
for (int i = 0; i < period; i++)
{
series2.Points.AddXY(i + 1 + length, Convert.ToDouble(plot_forecast[i].ToString()));
}
chart_timeseries.Series.Add(series);
chart_timeseries.Series.Add(series2);
}
else
{
MessageBox.Show("请输入预测期数");
}
}
}
else
{
MessageBox.Show("无此列");
}
}