Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISmNgPerronTest interface is used to work with parameters of the Ng-Perron test.
ISmNgPerronTest
The test returns the Elliot-Rothenberg-Stock test statistics, the modified Bhargava statistics and the modified Phillips-Perron statistics.
| Property name | Brief description | |
| The AutoRegressionOrder property determines lag. | ||
| The Equation property determines type of the model analyzed in the test. | ||
| The F0 property returns the value of adjusted residuals variance. | ||
| The F0SpectrumEstimation property determines the method of calculation of adjusted residuals variance. | ||
| The MissingData property returns missing data treatment method. | ||
| The ModelPeriod property returns sample period parameters. | ||
The MPTStat property returns the value of the Elliott-Rothenberg-Stock modified statistics MPdt. |
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The MSBStat property returns the value of the Bhargava modified statistics MSBd. |
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The MZaStat property returns the value of the Phillips-Perron modified statistics MZdα. |
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The MZtStat property returns the value of the Phillips-Perron modified statistics MZdt. |
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| The Serie property returns the tested series. | ||
| The TestedSeries property determines the type of tested series. |
| 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: