Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISmGrangerTest interface determines the parameters of Granger test.
ISmGrangerTest
Granger test is used to test cause-effect relationships of time series.
| Property name | Brief description | |
| The ConfidenceLevel property sets confidence level. | ||
| The Data property determines the source data matrix. | ||
| The Lag property sets lag. | ||
| The MissingData property determines missing data treatment method. | ||
| The PValueMatrix property returns probability matrix. | ||
| The ResValueMatrix property returns matrix of results on presence or absence of Granger conditionality. | ||
| The TStatMatrix property returns Fisher statistics matrix. |
| 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: