ISmAutoRegress

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmAutoRegress interface determines autoregression parameters.

Inheritance Hierarchy

          IStatMethod

          ISmAutoRegress

Comments

Autoregression is used to describe stationary time series.

Properties

  Property name Brief description
The AutoRegressionOrder property determines autoregression orders.
The Fitted property returns a modeling series.
The Forecast property determines forecasting series parameters.
The MissingData property determines missing data treatment parameters.
The ModelCoefficients property determines parameters of model coefficients.
The ModelPeriod property determines sample period parameters.
The Residuals property returns a residual series.
The Serie property determines an explained series.
The SummaryStatistics property returns summary statistics.

Properties inherited from IStatMethod

  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.

Methods inherited from IStatMethod

  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:

Stat Assembly Interfaces | Autoregression