IEmWhiteHeteroskedasticityTestSettings.CrossProduct

Fore syntax

CrossProduct: Boolean;

Fore.NET syntax

CrossProduct: boolean;

Description

The CrossProduct property determines whether cross-products of the explanatory series are used.

Comments

Available values:

• True. Default value. Cross products of the explanatory series are used. Suppose two series S1 and S2 are considered. When the cross products are used, regressors are considered: S1*S1, S1*S2, S2*S2.

• False. Explanatory series cross products are not used. Recommended for use, if the explanatory series number is large.

Fore and Fore.NET examples

The property use is given in the example for IEmWhiteHeteroskedasticityTestSettings.Explained.

See also:

IEmWhiteHeteroskedasticityTestSettings