IMs2SLSTransform

The IMs2SLSTransform interface contains properties and methods that determine model calculation parameters by means of the Linear Regression (Instrumental Variables Estimation) method.

Inheritance Hierarchy

Comments

The instrumental variables method is a generalization of the normal least-squares method.

Properties

Properties inherited fromIMsMethod

	Property name	Brief description
	CalculateSeries	The CalculateSeries property returns results of model calculation.
	Inversion	Outdated. Use InversionInfo.Inversion.
	InversionInfo	The InversionInfo property returns parameters of initial transformation applied to variable.
	InversionLag	Outdated. Use InversionInfo.InversionLag.
	ObservationsCount	The ObservationsCount property returns the number of model observations.
	PeriodAlignment	The PeriodAlignment property returns type of model calculation relative to period.
	PreviousInversionLag	Outdated. Use InversionInfo.PreviousInversionLag.
	Series	The Series property returns a set of available series used by current method in calculations.
	StatMethod	The StatMethod property returns information on statistical method used for model calculation.
	Summary	The Summary property returns summary statistics calculated for model.
	SupportsR	The SupportsR property determines whether calculation by R is enabled.
	Type	The Type property returns type of method used for model calculation.
	UseR	The UseR property determines whether connection to R is used on method calculation.

Methods inherited fromIMsMethod

	Method name	Brief description
	Execute	The Execute method calculates model and returns calculation results.

	Property name	Brief description
	ARMA	The ARMA property returns autoregression and moving average parameters.
	ARMACoefficients	The ARMACoefficients property returns estimated coefficients of moving average autoregression.
	Coefficients	The Coefficients property determines an array of values of model equation coefficients.
	CoefUncertaintyInSECalc	The CoefUncertaintyInSECalc property determines whether to take into account coefficient uncertainty on confidence limit calculation.
	ConfidenceLevel	The ConfidenceLevel property determines the confidence limits relevance.
	ConstantMode	The ConstantMode property determines the mode of setting model constant.
	ConstantValue	The ConstantValue property determines the value of model constant.
	DynamicLowerConfidenceLevel	Outdated. Use IMsMethodSeries.DynamicLowerConfidenceLevel.
	DynamicUpperConfidenceLevel	Outdated. Use IMsMethodSeries.DynamicUpperConfidenceLevel.
	Explained	The Explained property returns output series.
	Explanatories	The Explanatories property returns an object that contains the collection of terms used in model calculation.
	Fitted	Outdated. Use IMsMethodSeries.Fitted.
	FittedTerm	Outdated. Use IMsMethodSeries.Fitted.
	Forecast	Outdated. Use IMsMethodSeries.Forecast.
	HasConstant	Outdated. Use ConstantMode.
	InputFactorTerm	Outdated. Use IMsMethodSeries.Input.
	Instrumental	The Instrumental property returns the object, which contains a collection of terms used to estimate coefficients by instrumental variables.
	IsCoefficientsSaved	The IsCoefficientsSaved property returns True if model coefficients are saved.
	LowerConfidenceLevel	Outdated. Use IMsMethodSeries.LowerConfidenceLevel.
	MissingData	The MissingData property returns an object containing parameters of missing data treatment in the source series.
	PairCorrelationMatrix	The PairCorrelationMatrix property returns a real array containing correlation matrix.
	Residuals	Outdated. Use IMsMethodSeries.Residuals.
	StatCoefficients	The StatCoefficients property returns values of summary statistics calculated for identified equation coefficients.
	UpperConfidenceLevel	Outdated. Use IMsMethodSeries.UpperConfidenceLevel.