IEmOmittedVariablesTestSettings

Assembly: Modeller;

Namespace: Prognoz.Platform.Interop.Modeller;

Description

The IEmOmittedVariablesTestSettings interface determines Missing Variables Criterion method calculation parameters.

Inheritance hierarchy

IEmOmittedVariablesTestSettings

Comments

This method enables the user to find the statistical significance of the subset of facts that take part in the regression. It checks the hypothesis on the number coefficients equality to zero for the specified subset of factors. If the coefficients are equal to zero (the hypothesis is confirmed), the selected factors can be deleted from regression equation. If the hypothesis is rejected (coefficients are greater than zero) the selected factors are retained in regression equation.

To create an object with calculation parameters use the IExpressModeller.CreateOmittedVariablesTestSettings method.

Properties

	Property name	Brief description
	Explained	The Explained property determines an explained series.
	Explanatories	The Explanatories property returns the number of explanatory series.
	HasConstant	The HasConstant property determines whether constant is used in calculation.
	OmittedExplanatories	The OmittedExplanatories property returns the set of the added series.

Properties inherited from IEmMethodSettings

	Property name	Brief description
	Format	The Format property determines a set of sections displayed in the report of express modeling method calculation.
	MissingData	The MissingData property returns missing initial data processing parameters, used by the express modeling method.
	Period	The Period property returns calculation period parameters for the express modeling method.
	ReportSettings	The ReportSettings property returns report parameters for calculating the express modeling method.
	Sections	The Sections property returns report sections data of express modeling method calculation.