Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The SmPhilipsPerronTest class is used to work with parameters of the Phillips-Perron test.
ISmPhillipsPerronTest
The test returns the 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 adjusted residuals variance value. | ||
| The F0SpectrumEstimation property determines the method of calculation of adjusted residuals variance. | ||
| The MissingData property returns missing data treatment method. | ||
| The ModelCoefficients property returns estimates of auxiliary regression coefficients and their characteristics. | ||
| The ModelPeriod property returns sample period parameters. | ||
| The PPStat property returns the value of the Phillips-Perron test statistics. | ||
| The S0 property returns residuals variance value. | ||
| The Serie property returns the tested series. | ||
| The SummaryStatistics property returns descriptive characteristics of auxiliary regression. | ||
| 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: