About the Modeller Assembly

This section contains description of the Modeller assembly containing tools for express modeling.

The main Modeller assembly interfaces are:

IExpressModeller. Used to create an object that determines express modeling parameters.
IEmMethodSettings. Used to work with express modeling method common calculation parameters.

All the methods of the assembly can be divided into:

Regression models:
- IEmAutoRegressionSettings. Autoregression.
- IEmLinearRegressionSettings. Linear regression.
Time series analysis:
- IEmARIMASettings. The ARIMA method.
- IEmCurveEstimationSettings. The Curve Estimation method.
- IEmUnivariateSpectrumAnalysisSettings. Spectrum analysis.
- Smoothing methods:
- - IEmCensus1Settings. The Census 1 method.
  - IEmCensus2Settings. The Census 2 method.
  - IEmExponentialSmoothingSettings. Exponential smoothing.
  - IEmHodrickPrescottFilterSettings. Hodrick-Prescott filter.
  - IEmMedianSmoothingSettings. Median smoothing.
  - IEmSlideSmoothingSettings. Moving average.
Specification tests:
- IEmChowTestSettings. Chow test.
- IEmOmittedVariablesTestSettings. Missing variables criterion.
- IEmRamseyRessetTestSettings. Functional form criterion.
- IEmRedundantVariablesTestSettings. Redundant variables criterion.
- IEmSerialCorellationLMTestSettings. Godfrey criterion of residual autocorrelation.
- IEmWhiteHeteroskedasticityTestSettings. White test for heteroscedasticity.
Multidimensional statistics analysis:
- IEmClusterAnalysisSettings. Hierarchical cluster analysis.
Descriptive statistics and summary statistics:
- IEmAutoCorrelationSettings. Autocorrelation analysis.
- IEmFisherTestSettings. Fisher test.
- IEmPairCorrelationSettings. Paired correlation coefficients calculation.
- IEmPartialCorrelationSettings. Partial correlation coefficients calculation.
- IEmStatisticsSettings. Summary statistics calculation.
- IEmVarianceAnalysisSettings. Variance analysis.