IEmSerialCorellationLMTestSettings

Assembly: Modeller;

Namespace: Prognoz.Platform.Interop.Modeller;

Description

The IEmSerialCorellationLMTestSettings interface determines Godfrey Criterion of Residual Autocorrelation method calculation parameters.

Inheritance hierarchy

          IEmMethodSettings

          IEmSerialCorellationLMTestSettings

Comments

Godfrey Criterion of Residual Autocorrelation is an autocorrelation of the linear regression model residuals test.

To create an object with calculation parameters, use the IExpressModeller.CreateSerialCorellationLMTestSettings 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.
	LMOrder	The LMOrder property determines an autoregression order.

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.

See also:

Modeller Assembly Interfaces