The MsCointegrationEquationOperandType enumeration contains cointegration relation groups that include the exogenous variable.
It is used by the following property:
Value | Brief description |
0 | Common. Group 2 (regression equation). The variable is included into the group describing short-term cointegrating relations. |
1 | LongTerm. Group 1 (long-term frequency equation). The variable is included into the group describing long-term cointegration relations. |
2 | Both. The variable is included into the first and the second groups at the same time. Its relation type is considered undefined. |
See also: