EmStatMethod

Description

The EmStatMethod enumeration is used to determine express modeling calculation method.

It is used by the following property:

Available values

Value Brief description
0 LinearRegress. Linear regression.
1 ExpSmooth. Exponential smoothing.
2 CurveEstimation. Curve estimation.
3 ARIMA. ARIMA.
4 OmittedVariablesTest. Missing variables criterion.
5 RamseyRessetTest. Functional form criterion.
6 SerialCorellationLMTest. Godfrey criterion of residual autocorrelation.
7 WhiteHeteroskedasticityTest. White heteroscedasticity test.
8 RedundantVariablesTest. Redundant variables criterion.
9 Statistics. Summary statistics calculation.
10 PairCorrelation. Paired correlation coefficients calculation.
11 PartialCorrelation. Partial correlation coefficients calculation.
12 ClusterAnalysis. Hierarchical cluster analysis.
13 AutoCorrelation. Autocorrelation analysis.
14 AutoRegression. Autoregression.
15 MedianSmooth. Median smoothing.
16 SlideSmooth. Moving average.
17 HodrickPrescott. Hodrick-Prescott filter.
18 Census1. Census 1.
19 Census2. Census 2.
20 SpectrumAnalysis. Spectrum analysis.
21 VarianceAnalysis. Variance analysis.
22 FisherTest. Fisher test.
23 ChowTest. Chow test.

Comments

Depending on the method the following interfaces are used to work with its calculation parameters:

Method Interface
Linear regression IEmLinearRegressionSettings
Exponential smoothing IEmExponentialSmoothingSettings
Curve estimation IEmCurveEstimationSettings
ARIMA IEmARIMASettings
Missing variables criterion IEmOmittedVariablesTestSettings
Functional form criterion IEmRamseyRessetTestSettings
Godfrey criterion of residual autocorrelation IEmSerialCorellationLMTestSettings
White test for heteroscedasticity IEmWhiteHeteroskedasticityTestSettings
Redundant variables criterion IEmRedundantVariablesTestSettings
Summary statistics calculation IEmStatisticsSettings
Paired correlation coefficients calculation IEmPairCorrelationSettings
Partial correlation coefficients calculation IEmPartialCorrelationSettings
Hierarchical cluster analysis IEmClusterAnalysisSettings
Autocorrelation analysis IEmAutoCorrelationSettings
Autoregression IEmAutoRegressionSettings
Median smoothing IEmMedianSmoothingSettings
Moving average IEmSlideSmoothingSettings
Hodrick-Prescott filter IEmHodrickPrescottFilterSettings
Census 1 IEmCensus1Settings
Census 2 IEmCensus2Settings
Spectrum analysis IEmUnivariateSpectrumAnalysisSettings
Variance analysis IEmVarianceAnalysisSettings
Fisher test IEmFisherTestSettings
Chow test IEmChowTestSettings

See also:

Modeller Assembly Enumerations