Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISmLongRunCovariance interface is used to work with long-run covariance
ISmLongRunCovariance
| Property name | Brief description | |
| BandwidthValue | The BandwidthValue property determines kernel bandwidth value. | |
| CovarianceMatrix | The CovarianceMatrix property returns values of long-run covariance matrix. | |
| DFAdjustment | The DFAdjustment property determines whether to take into account the number of degrees of freedom. | |
| DFNumber | The DFNumber property determines the number of degrees of freedom. | |
| KernelVector | The KernelVector property determines kernel vector. | |
| LRCBandwidthMethod | The LRCBandwidthMethod property determines the method of calculating kernel bandwidth value. | |
| LRCKernel | The LRCKernel property determines a kernel type. | |
| LRCLagSpecification | The LRCLagSpecification property determines lag specification. | |
| LRCWindow | The LRCWindow property determines a window type. | |
| MissingData | The MissingData property returns missing data treatment parameters. | |
| ModelPeriod | The ModelPeriod property returns sample period parameters. | |
| NumberOfLags | The NumberOfLags property determines the number of lags. | |
| Regressors | The Regressors property returns input series. | |
| RemoveMeans | The RemoveMeans property determines whether to normalize data. |
| 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: