Assembly: Ms;
Namespace: Prognoz.Platform.Interop.Ms;
The IMsCointegrationEquationTransform interface contains properties and methods that determine parameters of the Error Correction Model method.
IMsCointegrationEquationTransform
| Property name | Brief description | |
| The ConfidenceLevel property determines the confidence limit significance of forecast series. | ||
| The EndogenousAutoRegressionOrder property sets autoregression order for endogenous variable. | ||
| The ExogenousAutoRegressionOrder property sets autoregression order for endogenous variable. | ||
| Outdated. Use IMsMethodSeries.Input. | ||
| The MissingData property determines parameters of missing data treatment in explained series. | ||
| The ModelType property determines the error correction model. | ||
| The Operands property returns a collection of term corresponding to exogenous variables. | ||
| The OperandType property determines the group of cointegration links which includes endogenous variable. | ||
| The Result property returns term corresponding to output variable. |
| Property name | Brief description | |
| The CalculateSeries property returns results of model calculation. | ||
| Outdated. Use InversionInfo.Inversion. | ||
| The InversionInfo property returns parameters of initial transformation applied to variable. | ||
| Outdated. Use InversionInfo.InversionLag. | ||
| The ObservationsCount property returns the number of model observations. | ||
| The PeriodAlignment property returns type of model calculation relative to period. | ||
| Outdated. Use InversionInfo.PreviousInversionLag. | ||
| The Series property returns a set of available series used by current method in calculations. | ||
| The StatMethod property returns information on statistical method used for model calculation. | ||
| The Summary property returns summary statistics calculated for model. | ||
| The SupportsR property determines whether calculation by R is enabled. | ||
| The Type property returns type of method used for model calculation. | ||
| The UseR property determines whether connection to R is used on method calculation. |
| Method name | Brief description | |
| The Identify method identifies model equation coefficients. |
| Method name | Brief description | |
| The Execute method calculates model and returns calculation results. |
See also: