ISmLinearRegress

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmLinearRegress interface defines parameters of the Linear Regression method.

Inheritance Hierarchy

          IStatMethod

          ISmLinearRegress

Properties

  Property name Brief description
The ARMA property returns autoregression and moving average parameters.
Outdated. Use ISmLinearRegress.ARMA.
The AutoSelection property determines regressor autoselection 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 contains forecast parameters and results.
The GDLTerms property determines parameters for estimation of Koyck distributed lags.
The GLSMatrix property determines a covariance matrix for generalized least squares method.
The LSType property determines the type of least squares method.
The MissingData property determines missing data treatment parameters.
The ModelCoefficients property returns parameters of model coefficients.
The ModelPeriod property determines sample period parameters.
Outdated. Use ISmLinearRegress.ARMA.
The PDLTermCollection property returns a collection of lag variables.
The Residuals property returns a residual series.
The SummaryStatistics property returns summary statistics.
The UseGDLTerms property determines whether Koyck distributed lags should be used to estimate linear regression.
The UseWeights property determines whether to use the specified weights.
The WeightedSummaryStatistics property returns weighted descriptive statistics of a model.
Outdated. Use ISmLinearRegress.GLSMatrix.
The WeightsScaling property determines method of weight scaling.
The WeightsType property determines the weights type.

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 | Linear regression | Distributed Lag Model | ARIMA