public void SetData(SeriesVariable dependentVariable, SeriesVariables independentVariables, LinearRegressionAnalysisForm.LRSpecification lrProperties)
{
this.dependentVariable = dependentVariable;
this.independentVariables = independentVariables;
this.lrProperties = lrProperties;
this.update();
}
public void SetFilePath(string filePath)
{
this.filePathLabel.Text = filePath;
this.reader = new CSVReader(filePath);
this.stringData = this.reader.ReadDataToString();
this.variableCount = this.reader.ColumnCount;
ValidatedNameTextBoxCell cellTemplate = new ValidatedNameTextBoxCell();
this.nameColumn.CellTemplate = cellTemplate;
this.variableNameGrid.RowCount = this.variableCount;
for (int i = 0; i < this.variableCount; i++)
{
this.variableNameGrid[0, i].Value = true;
this.variableNameGrid[1, i].Value = (i + 1).ToString();
this.variableNameGrid[2, i].Value = "variable" + (i + 1).ToString();
}
for (int i = 0; i < reader.RowCount; i++)
{
for (int j = 0; j < reader.ColumnCount - 1; j++)
{
this.previewTextBox.AppendText(this.stringData[i][j] + "\t");
}
this.previewTextBox.AppendText(this.stringData[i][reader.ColumnCount - 1] + "\n");
}
this.previewTextBox.Text = this.previewTextBox.Text;
this.selectedVariables = new SeriesVariables();
}
public void SetData(SeriesVariable dependentVariable, SeriesVariables independentVariables, LinearRegressionAnalysisForm.LRSpecification lrProperties)
{
this.dependentVariable = dependentVariable;
this.independentVariables = independentVariables;
this.lrProperties = lrProperties;
this.update();
}
/// <summary>
/// Mencari index variabel pada list
/// </summary>
/// <param name="variableCollection">list variabel</param>
/// <param name="name">nama variabel</param>
/// <returns>index</returns>
public static int FindVariableIndex(SeriesVariables variableCollection, string name)
{
variableToFind = new SeriesVariable(name, "");
System.Predicate<SeriesVariable> search = findVariablePredicate;
return variableCollection.FindIndex(search);
}
/// <summary>
/// Mencari index group pada list
/// </summary>
/// <param name="variableCollection">list group</param>
/// <param name="name">nama group</param>
/// <returns>index</returns>
public static int FindGroupIndex(SeriesGroups groupCollection, string name)
{
SeriesVariables a = new SeriesVariables();
groupToFind = new SeriesGroup(name, a);
System.Predicate<SeriesGroup> search = findGroupPredicate;
return groupCollection.FindIndex(search);
}
public void SetData(SeriesVariables sourceVariables, SeriesGroups sourceGroups)
{
this.sourceVariables = sourceVariables;
this.sourceGroups = sourceGroups;
this.sourceVariables.Changed += new ChangedEventHandler(sourceVariables_Changed);
this.sourceGroups.Changed += new ChangedEventHandler(sourceGroups_Changed);
this.update();
}
private void getSelectedVariable()
{
this.dependentVariable = (SeriesVariable)this.lstDependent.Items[0];
this.independentVariables = new SeriesVariables();
foreach (Object item in this.lstIndependents.Items)
{
this.independentVariables.Add((SeriesVariable)item);
}
}
public TransformVariable(SeriesVariables sourceVariables)
{
InitializeComponent();
this.lstVariables.Items.Clear();
foreach (SeriesVariable item in sourceVariables)
{
this.lstVariables.Items.Add(item);
}
}
public SelectAnalyzedVariable(SeriesVariables sourceVariables)
{
InitializeComponent();
this.lstVariables.Items.Clear();
foreach (SeriesVariable item in sourceVariables)
{
this.lstVariables.Items.Add(item);
}
}
public CreateSeriesStock(SeriesVariables sourceVariables)
{
InitializeComponent();
this.sourceVariables = sourceVariables;
this.lstVariables.Items.Clear();
foreach (SeriesVariable item in sourceVariables)
{
this.lstVariables.Items.Add(item);
}
}
public EditSeriesStock(SeriesVariables sourceVariables)
{
InitializeComponent();
this.sourceVariables = sourceVariables;
this.lstVariables.Items.Clear();
foreach (SeriesVariable item in sourceVariables)
{
this.lstVariables.Items.Add(item);
}
}
public EditSeriesGroup(SeriesVariables sourceVariables)
{
InitializeComponent();
this.sourceVariables = sourceVariables;
this.groupList = new SeriesVariables();
this.lstVariables.Items.Clear();
foreach (SeriesVariable item in sourceVariables)
{
this.lstVariables.Items.Add(item);
}
}
public EditSeriesGroup(SeriesVariables sourceVariables)
{
InitializeComponent();
this.sourceVariables = sourceVariables;
this.groupList = new SeriesVariables();
this.lstVariables.Items.Clear();
foreach (SeriesVariable item in sourceVariables)
{
this.lstVariables.Items.Add(item);
}
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="name">nama project</param>
/// <param name="frequency">frekuensi</param>
/// <param name="start">tangal awal</param>
/// <param name="end">tangal akhir</param>
public SeriesData(string name,SeriesFrequency frequency, DateTime start, DateTime end)
{
this.seriesName = name;
this.frequency = frequency;
this.startDate = start;
this.endDate = end;
this.computeNumberObservations();
this.createNewTimeData();
this.seriesVariables = new SeriesVariables();
this.seriesGroups = new SeriesGroups();
}
/// <summary>
/// Constructor. untuk undated
/// </summary>
/// <param name="name">nama project</param>
/// <param name="numberObservations">jumlah observasi</param>
public SeriesData(string name, int numberObservations)
{
this.seriesName = name;
this.frequency = SeriesData.SeriesFrequency.Undated;
this.numberObservations = numberObservations;
this.createNewTimeData();
this.seriesVariables = new SeriesVariables();
this.seriesGroups = new SeriesGroups();
this.seriesVariables.Changed += new ChangedEventHandler(OnChanged);
this.seriesGroups.Changed += new ChangedEventHandler(OnChanged);
this.time.Changed += new ChangedEventHandler(OnChanged);
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="name">nama project</param>
/// <param name="frequency">frekuensi</param>
/// <param name="start">tangal awal</param>
/// <param name="end">tangal akhir</param>
public SeriesData(string name,SeriesFrequency frequency, DateTime start, DateTime end)
{
this.seriesName = name;
this.frequency = frequency;
this.startDate = start;
this.endDate = end;
this.computeNumberObservations();
this.createNewTimeData();
this.seriesVariables = new SeriesVariables();
this.seriesGroups = new SeriesGroups();
this.seriesStocks = new SeriesStocks();
this.seriesVariables.Changed += new ChangedEventHandler(OnChanged);
this.seriesGroups.Changed += new ChangedEventHandler(OnChanged);
this.seriesStocks.Changed += new ChangedEventHandler(OnChanged);
this.time.Changed += new ChangedEventHandler(OnChanged);
}
public void SetData(SeriesData data,
SeriesVariable dependentVariable,
SeriesVariables independentVariables,
LinearRegressionAnalysisForm.LRSpecification lrProperties,
LinearRegressionAnalysisForm.LRComponent lrTable,
double[,] testValues,
string[] forcastedTime,
double[] forcastedData)
{
this.data = data;
this.dependentVariable = dependentVariable;
this.independentVariables = independentVariables;
this.lrProperties = lrProperties;
this.lrTable = lrTable;
this.testValues = testValues;
this.time = forcastedTime;
this.forcasted = forcastedData;
}
public void SetData(SeriesVariables independentVariables,
SeriesVariable dependentVariable,
double[,] testValues,
string[] forcastedTime,
double[] forcastedData)
{
foreach (SeriesVariable var in independentVariables)
{
DataGridViewTextBoxColumn clm = new DataGridViewTextBoxColumn();
clm.AutoSizeMode = System.Windows.Forms.DataGridViewAutoSizeColumnMode.AllCells;
clm.HeaderText = var.VariableName;
clm.Name = "clm" + var.VariableName;
clm.ReadOnly = true;
clm.SortMode = System.Windows.Forms.DataGridViewColumnSortMode.Programmatic;
this.grdForcasted.Columns.Add(clm);
}
DataGridViewTextBoxColumn c = new DataGridViewTextBoxColumn();
c.AutoSizeMode = System.Windows.Forms.DataGridViewAutoSizeColumnMode.AllCells;
c.HeaderText = dependentVariable.VariableName;
c.Name = "clm" + dependentVariable.VariableName;
c.ReadOnly = true;
c.SortMode = System.Windows.Forms.DataGridViewColumnSortMode.Programmatic;
this.grdForcasted.Columns.Add(c);
this.grdForcasted.RowCount = forcastedTime.Length;
for (int i = 0; i < this.grdForcasted.Rows.Count; i++)
{
this.grdForcasted.Rows[i].HeaderCell.Value = forcastedTime[i];
for (int j = 0; j < independentVariables.Count; j++)
{
this.grdForcasted.Rows[i].Cells[j].Value = testValues[j, i].ToString("F4");
}
this.grdForcasted.Rows[i].Cells[independentVariables.Count].Value = forcastedData[i].ToString("F4");
}
this.grdForcasted.RowHeadersWidthSizeMode = DataGridViewRowHeadersWidthSizeMode.AutoSizeToAllHeaders;
}
public void SetFilePath(string filePath)
{
this.filePathLabel.Text = filePath;
excel = new ExcelReader(filePath);
this.excelData = excel.ReadData();
cboSheet.Items.Clear();
cboSheet.DisplayMember = "TableName";
foreach (DataTable dt in this.excelData.Tables)
{
cboSheet.Items.Add(dt);
}
if (cboSheet.Items.Count == 0)
{
return;
}
cboSheet.SelectedIndex = 0;
ValidatedNameTextBoxCell cellTemplate = new ValidatedNameTextBoxCell();
this.nameColumn.CellTemplate = cellTemplate;
if (this.excelData.Tables[cboSheet.SelectedIndex].Rows.Count > 0)
{
this.variableNameGrid.RowCount = this.excelData.Tables[0].Columns.Count;
for (int i = 0; i < this.excelData.Tables[0].Columns.Count; i++)
{
this.variableNameGrid[0, i].Value = false;
this.variableNameGrid[1, i].Value = (i + 1).ToString();
this.variableNameGrid[2, i].Value = "variable" + (i + 1).ToString();
}
}
this.selectedVariables = new SeriesVariables();
}
public void SetData(SeriesVariables independentVariables,
SeriesVariable dependentVariable,
double[,] testValues,
string[] forcastedTime,
double[] forcastedData)
{
foreach (SeriesVariable var in independentVariables)
{
DataGridViewTextBoxColumn clm = new DataGridViewTextBoxColumn();
clm.AutoSizeMode = System.Windows.Forms.DataGridViewAutoSizeColumnMode.AllCells;
clm.HeaderText = var.VariableName;
clm.Name = "clm" + var.VariableName;
clm.ReadOnly = true;
clm.SortMode = System.Windows.Forms.DataGridViewColumnSortMode.Programmatic;
this.grdForcasted.Columns.Add(clm);
}
DataGridViewTextBoxColumn c = new DataGridViewTextBoxColumn();
c.AutoSizeMode = System.Windows.Forms.DataGridViewAutoSizeColumnMode.AllCells;
c.HeaderText = dependentVariable.VariableName;
c.Name = "clm" + dependentVariable.VariableName;
c.ReadOnly = true;
c.SortMode = System.Windows.Forms.DataGridViewColumnSortMode.Programmatic;
this.grdForcasted.Columns.Add(c);
this.grdForcasted.RowCount = forcastedTime.Length;
for (int i = 0; i < this.grdForcasted.Rows.Count; i++)
{
this.grdForcasted.Rows[i].HeaderCell.Value = forcastedTime[i];
for (int j = 0; j < independentVariables.Count; j++)
{
this.grdForcasted.Rows[i].Cells[j].Value = testValues[j, i].ToString("F4");
}
this.grdForcasted.Rows[i].Cells[independentVariables.Count].Value = forcastedData[i].ToString("F4");
}
this.grdForcasted.RowHeadersWidthSizeMode = DataGridViewRowHeadersWidthSizeMode.AutoSizeToAllHeaders;
}
public void SetData(SeriesData data, SeriesVariables independentVariables)
{
this.data = data;
this.independentVariables = independentVariables;
}
public void SetData(SeriesData data,
SeriesVariable dependentVariable,
SeriesVariables independentVariables,
LinearRegressionAnalysisForm.LRSpecification lrProperties,
LinearRegressionAnalysisForm.LRComponent lrTable,
double[,] testValues,
string[] forcastedTime,
double[] forcastedData)
{
this.data = data;
this.dependentVariable = dependentVariable;
this.independentVariables = independentVariables;
this.lrProperties = lrProperties;
this.lrTable = lrTable;
this.testValues = testValues;
this.time = forcastedTime;
this.forcasted = forcastedData;
}
private void getSelectedVariable()
{
this.dependentVariable = (SeriesVariable)this.lstDependent.Items[0];
this.independentVariables = new SeriesVariables();
foreach (Object item in this.lstIndependents.Items)
{
this.independentVariables.Add((SeriesVariable)item);
}
}
public void SetData(SeriesData data, SeriesVariables independentVariables)
{
this.data = data;
this.independentVariables = independentVariables;
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="name">nama group</param>
/// <param name="groupList">list variabel anggota group</param>
public SeriesGroup(string name, SeriesVariables groupList)
{
this.groupName = name;
this.groupList = groupList;
}
/// <summary>
/// Linear regression with Y and one or more independent variables
/// equation: y = b0 + b1x1 + b2x2 + ... + b(p-1)x(p-1) + e
/// equation in matrix form: Y = XB + E
/// </summary>
/// <param name="dependent">SeriesVariable. dependent variable</param>
/// <param name="independents">SeriesVariables. independent variable</param>
public LinearRegressionModel(SeriesVariable dependent, SeriesVariables independents)
{
//Vector vY = new Vector(dependent.SeriesValuesNoNaN.ToArray());
//int n = vY.Tuples;
//int p = independents.Count + 1;
//Matrix mX = new Matrix(n, p);
//for (int i = 0; i < p; i++) //kolom
//{
// for (int j = 0; j < n; j++) //baris
// {
// if (i == 0)
// mX[j, i] = 1.0;
// else
// mX[j, i] = independents[i - 1][j];
// }
//}
// changed to deal with missing values
Vector vY = new Vector(dependent.SeriesValuesNoNaN.ToArray());
int n = vY.Tuples;
int p = independents.Count + 1;
Matrix mX = new Matrix(n, p);
for (int i = 0; i < p; i++) //kolom
{
for (int j = 0; j < n; j++) //baris
{
if (i == 0)
mX[j, i] = 1.0;
else
mX[j, i] = independents[i - 1].SeriesValuesNoNaN[j];
}
}
this.lse = new LeastSquareEstimator(mX, vY);
this.f = this.lse.MSR / this.lse.MSE;
this.sigOfF = Distribution.F.PValue(this.f, p - 1, n - p);
double sumOfEtMinusEt_1Square = 0;
double sumOfESquare = this.lse.ESquare[0];
for (int i = 1; i < n; i++)
{
sumOfEtMinusEt_1Square += Math.Pow(this.lse.E[i] - this.lse.E[i - 1],2.0);
sumOfESquare += this.lse.ESquare[i];
}
this.durbinWatson = sumOfEtMinusEt_1Square / sumOfESquare;
this.stdErrorOfParameters = new double[p];
this.t = new double[p];
this.sigOfT = new double[p];
this.lbOfParameters = new double[p];
this.ubOfParameters = new double[p];
for (int i = 0; i < p; i++)
{
this.stdErrorOfParameters[i] = Math.Sqrt(this.lse.SbSquare[i, i]);
this.t[i] = this.lse.B[i] / this.stdErrorOfParameters[i];
this.sigOfT[i] = Distribution.T.PValue(this.t[i], n - p, Distribution.T.TestType.TwoSided);
double error = Distribution.T.InversCDF(0.975, n - p);
this.ubOfParameters[i] = this.lse.B[i] + error * this.stdErrorOfParameters[i];
this.lbOfParameters[i] = this.lse.B[i] - error * this.stdErrorOfParameters[i];
}
this.vifForPredictors = new double[p - 1];
this.partialCorr = new double[p - 1];
this.corr = new double[p - 1];
for (int i = 1; i < p; i++)
{
Vector y = new Vector(mX.GetColData(i));
Matrix x = new Matrix(n, p - 1);
int col = 0;
for (int j = 0; j < p; j++)
{
if (j != i)
{
for (int k = 0; k < n; k++)
{
x[k, col] = mX[k, j];
}
col++;
}
}
Matrix xtx = x.GetTranspose() * x;
Vector xty = x.GetTranspose() * y;
Vector b = xtx.Solve(xty);
Matrix mJ = new Matrix(n, n);
mJ.InitializeAllValue(1.0);
double yty = Vector.DoubleMultiply(y.GetTranspose(), y);
Vector jy = mJ * y;
double ssto = yty - Vector.DoubleMultiply(y.GetTranspose(), jy) / n;
double sse = yty - Vector.DoubleMultiply(b.GetTranspose(), xty);
double ssr = ssto - sse;
double rSquare = ssr / ssto;
this.vifForPredictors[i - 1] = 1 / (1 - rSquare);
this.corr[i - 1] = computePearsonCorr(vY,y);
Vector xty2 = x.GetTranspose() * vY;
Vector b2 = xtx.Solve(xty2);
double yty2 = Vector.DoubleMultiply(vY.GetTranspose(), vY);
double sse2 = yty2 - Vector.DoubleMultiply(b2.GetTranspose(), xty2);
double partDetermination = (sse2 - this.lse.SSE) / sse2;
this.partialCorr[i - 1] = Math.Sqrt(partDetermination);
}
this.expectedResidual = new double[n];
for (int k = 1; k <= n; k++)
{
this.expectedResidual[k - 1] = this.lse.StandardError * Distribution.Normal.InversCDF((k - 0.375) / (n + 0.25));
}
}
/// <summary>
/// Membaca data
/// </summary>
/// <returns>Series Data hasil pembacaan</returns>
public SeriesData ReadData()
{
SeriesData tmpData;
seriesDataReader.ReadToFollowing("SeriesData");
seriesDataReader.ReadStartElement();
{
string seriesName = seriesDataReader.ReadElementContentAsString();
SeriesData.SeriesFrequency freq = (SeriesData.SeriesFrequency)seriesDataReader.ReadElementContentAsInt();
DateTime startDate = new DateTime();
DateTime endDate = new DateTime();
if (freq != SeriesData.SeriesFrequency.Undated)
{
startDate = XmlConvert.ToDateTime(seriesDataReader.ReadElementContentAsString(), "dd/MM/yyyy");
endDate = XmlConvert.ToDateTime(seriesDataReader.ReadElementContentAsString(), "dd/MM/yyyy");
}
else
{
seriesDataReader.Skip();
seriesDataReader.Skip();
}
int numberObservations = seriesDataReader.ReadElementContentAsInt();
if (freq != SeriesData.SeriesFrequency.Undated)
tmpData = new SeriesData(seriesName, freq, startDate, endDate);
else
tmpData = new SeriesData(seriesName, numberObservations);
}
seriesDataReader.ReadStartElement();
while (seriesDataReader.IsStartElement("SeriesVariable"))
{
SeriesVariable tmpVariable;
seriesDataReader.ReadStartElement();
{
string variableName = seriesDataReader.ReadElementContentAsString();
string variableDescription = seriesDataReader.ReadElementContentAsString();
tmpVariable = new SeriesVariable(variableName, variableDescription);
}
seriesDataReader.ReadStartElement();
for (int i = 0; i < tmpData.NumberObservations; i++)
{
tmpVariable.SeriesValues.Add(seriesDataReader.ReadElementContentAsDouble());
}
seriesDataReader.ReadEndElement();
tmpData.SeriesVariables.Add(tmpVariable);
seriesDataReader.ReadEndElement();
}
seriesDataReader.ReadToFollowing("SeriesGroups");
seriesDataReader.ReadStartElement();
while (seriesDataReader.IsStartElement("SeriesGroup"))
{
SeriesGroup tmpGroup;
SeriesVariables tmpGroupList= new SeriesVariables();
seriesDataReader.ReadStartElement();
string groupName = seriesDataReader.ReadElementContentAsString();
seriesDataReader.ReadStartElement();
while (seriesDataReader.IsStartElement("SeriesVariableItem"))
{
SeriesVariable tmpVariableItem;
string variableName = seriesDataReader.ReadElementContentAsString();
tmpVariableItem = tmpData.SeriesVariables[VariableFinder.FindVariableIndex(tmpData.SeriesVariables, variableName)];
tmpGroupList.Add(tmpVariableItem);
}
tmpGroup = new SeriesGroup(groupName, tmpGroupList);
seriesDataReader.ReadEndElement();
tmpData.SeriesGroups.Add(tmpGroup);
seriesDataReader.ReadEndElement();
}
return tmpData;
}
public void SetFilePath(string filePath)
{
this.filePathLabel.Text = filePath;
excel = new ExcelReader(filePath);
this.excelData = excel.ReadData();
cboSheet.Items.Clear();
cboSheet.DisplayMember = "TableName";
foreach (DataTable dt in this.excelData.Tables)
cboSheet.Items.Add(dt);
if (cboSheet.Items.Count == 0) return;
cboSheet.SelectedIndex = 0;
ValidatedNameTextBoxCell cellTemplate = new ValidatedNameTextBoxCell();
this.nameColumn.CellTemplate = cellTemplate;
if (this.excelData.Tables[cboSheet.SelectedIndex].Rows.Count > 0)
{
this.variableNameGrid.RowCount = this.excelData.Tables[0].Columns.Count;
for (int i = 0; i < this.excelData.Tables[0].Columns.Count; i++)
{
this.variableNameGrid[0, i].Value = false;
this.variableNameGrid[1, i].Value = (i + 1).ToString();
this.variableNameGrid[2, i].Value = "variable" + (i + 1).ToString();
}
}
this.selectedVariables = new SeriesVariables();
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="name">nama group</param>
/// <param name="groupList">list variabel anggota group</param>
public SeriesGroup(string name, SeriesVariables groupList)
{
this.groupName = name;
this.groupList = groupList;
groupList.Changed += new ChangedEventHandler(groupList_Changed);
}
public void SetFilePath(string filePath)
{
this.filePathLabel.Text = filePath;
this.reader = new CSVReader(filePath);
this.stringData = this.reader.ReadDataToString();
this.variableCount = this.reader.ColumnCount;
ValidatedNameTextBoxCell cellTemplate = new ValidatedNameTextBoxCell();
this.nameColumn.CellTemplate = cellTemplate;
this.variableNameGrid.RowCount = this.variableCount;
for (int i = 0; i < this.variableCount; i++)
{
this.variableNameGrid[0, i].Value = true;
this.variableNameGrid[1, i].Value = (i + 1).ToString();
this.variableNameGrid[2, i].Value = "variable" + (i + 1).ToString();
}
for (int i = 0; i < reader.RowCount; i++)
{
for (int j = 0; j < reader.ColumnCount - 1; j++)
{
this.previewTextBox.AppendText(this.stringData[i][j] + "\t");
}
this.previewTextBox.AppendText(this.stringData[i][reader.ColumnCount - 1] + "\n");
}
this.previewTextBox.Text = this.previewTextBox.Text;
this.selectedVariables = new SeriesVariables();
}
public void SetData(SeriesVariables sourceVariables, SeriesGroups sourceGroups)
{
this.sourceVariables = sourceVariables;
this.sourceGroups = sourceGroups;
this.sourceVariables.Changed += new ChangedEventHandler(sourceVariables_Changed);
this.sourceGroups.Changed += new ChangedEventHandler(sourceGroups_Changed);
this.update();
}
