Assembly: Modeller;
Namespace: Prognoz.Platform.Interop.Modeller;
The IEmRamseyRessetTestSettings interface determines Functional Form Criterion method calculation parameters.
IEmRamseyRessetTestSettings
Functional form criterion (RESET) is a generalized test that checks whether linear regression model specification contains the following errors:
Missing variables. Some regression explanatory variables are not specified.
Incorrect functional form. Some of the variables or all variables should be converted using logarithmic, exponential, inverse or some other function.
correlation between the X factor and random model component, that can be caused by factors measurements errors, equation systems analysis or other reasons.
Such errors result in shift of regression model residual mean.
To create an object with calculation parameters use the IExpressModeller.CreateRamseyRessetTestSettings method.
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. | |
Power | The Power property determines degree value. |
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. |
See also: