Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISmRamseyRESSETTest interface sets parameters of RESET test.
ISmRamseyRESSETTest
RESET tests whether specification of linear regression model contains the following errors:
Any missing variables. Some regression explanatory variables are not specified.
Invalid functional form. Some or all variables must be transformed using the logarithmic function, the power function, the inverse function or other function.
Correlation between the X factors and random component if the model that can be caused by errors in factors measurement, considering the system of equations, or by other reasons.
Errors of this kind result in the shifted average of regression model residuals.
The function returns Fisher statistics, chi-square statistics (likelihood ratio, that is, LR-ratio) and the appropriate probability values.
| Property name | Brief description | |
| The ARMA property determines autoregression and moving average parameters. | ||
| The ChiTest property returns chi-square statistics values. | ||
| The Explained property determines an explained series. | ||
| The Explanatories property determines explanatory series. | ||
| The Fitted property returns a modeling series. | ||
| The FTest property returns Fisher statistics values. | ||
| The MissingData property determines missing data treatment method. | ||
| The ModelCoefficients property returns parameters of model coefficients. | ||
| The ModelPeriod property determines sample period parameters. | ||
| The Power property determines the number of additional regressors included in a test regression. | ||
| The Residuals property returns a residual series. | ||
| The SummaryStatistics property returns summary statistics. |
| 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: