TsStatisticsType

Description

The TsStatisticsType enumeration is used to determine the summary statistics in use.

It is used by the following properties:

Available values

Value Brief description
1 Sum. Sum.
2 Average. Average.
3 Min. Minimum.
4 Max. Maximum.
5 Count. Number of values.
6 NonEmptyCount. Number of non-empty values.
7 EmptyCount. Number of empty values.
8 Mode. Mode.
9 Median. Median.
10 Disp. Variance.
11 StdDev. Standard deviation.
12 Skew. Skewness.
13 Kurt. Kurtosis.
14 Range. Range.
15 VarC. Variation coefficient.
16 SQ. Sum of squares.
17 AutoCorrelation1. First order autocorrelation.
18 HighDecile. Upper decile.
19 HighQuartile. Upper quartile.
20 LowQuartile. Lower quartile.
21 LowDecile. Lower decile.
22 NumbersCount. Numerical count.
23 R2. Determination coefficient.
24 AdjR2. Adjusted determination coefficient.
25 R2_2. Determination coefficient (uncentered).
26 AdjR2_2. Adjusted determination coefficient (uncentered).
27 Fstat. Fisher statistics.
28 ProbFstat. Fisher statistics probability.
29 LogL. Log-likelihood function.
30 AIC. Akaike information criterion.
31 SC. Schwarz information criterion.
32 SE. Standard error.
33 Jstat. J-statistics.
34 ProbJstat. J-statistics probability.
35 DW. Durbin-Watson statistic.
36 DWLowerBound. Lower limit probability.
37 DWUpperBound. Upper limit probability.
38 HQcriterion. HQ-criterion.
39 AvgLogL. Mean of log-likelihood function.
40 McFaddenRsquared. McFadden determination coefficient.
41 RestrLogL. Restricted log-likelihood function.
42 LRstatistic. LR statistics.
43 LRprobability. p-value of probability for the LR statistics.
44 ME. Mean error.
45 MAE. Mean absolute error.
46 MSE. Mean squared error.
47 SqMSE. Root mean squared error.
48 VE. Residual variance.
49 SEE. Standard residual deviation.
50 JBStat. Jarque-Bera statistics.
51 SSR. Sum of squared residuals.
52 NumOfIter. The number of iterations after which the method has converged.
53 ObservationsCount. Number of observations.
54 AveDev. Absolute deviation.
55 InterquartileRange. Interquartile range (90%).
56 AutoCorrelation2. Second order autocorrelation.
57 DistinctCount. Number of unique values.
58 Fstat_2. Fisher statistics (non-centered).
59 ProbFstat_2. Fisher statistics probability (non-centered).
60 ProbJBStat. Jacque-Bera statistics probability.
61 MaxAE. Maximum absolute error.
62 MD. Mean of dependent variable.
63 SD. Standard deviation of dependent variable.

Comments

Mathematical description of summary statistics is given in the Library of Methods and Models section.

See also:

Transform Assembly Enumerations