Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISm2SLS interface implements instrumental variables method to estimate linear regression coefficients.
ISm2SLS
The instrumental variables method is a generalization of a standard least squares method.
| Property name | Brief description | |
| The ARMA property returns autoregression and moving average parameters. | ||
| The CovarianceMatrix property returns covariance matrix values. | ||
| The Explained property determines an explained series. | ||
| The Explanatories property determines explanatory series. | ||
| The Fitted property returns a modeling series. | ||
| The Forecast property determines forecasting series parameters. | ||
| The Instrumental property determines instrumental variables. | ||
| The MissingData property determines missing data treatment parameters. | ||
| The ModelCoefficients property determines coefficient parameters. | ||
| The ModelPeriod property determines sample period parameters. | ||
| The Residuals property returns a residual series. | ||
| The SummaryStatistics property returns summary statistics. | ||
| The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable. |
| Property name | Brief description | |
| The DisplayName property returns the displayed method name. | ||
| The ErrorByStatus property returns an error message by the error number. | ||
| The Errors property returns a message with all the errors and warnings. | ||
| The Name property returns the internal method name. | ||
| The Status property returns the method execution status. | ||
| The SupportsR property returns whether statistical method can be calculated via R package. | ||
| The UseR property determines whether statistical method is calculated via the R package. | ||
| The WarningByStatus property returns a warning text by its number. | ||
| The Warnings property returns the warnings that occurred at method calculation. | ||
| The WarningsCount property returns the number of warnings that occurred at the method calculation. | ||
| The WarningsNumbers property returns numbers of warnings that occurred at the method calculation. |
| Method Name | Brief description | |
| The Clone method clones a statistical method object. | ||
| The Execute method executes a statistical method. | ||
| The LoadFromXML method loads statistical method settings from XML code. | ||
| The SaveToXML method unloads statistical method settings to XML code. |
See also: