IMsRamseyRessetTestSettings

Assembly:Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IMsRamseyRessetTestSettings interface is used to work with parameters of the Functional Form Criterion diagnostic test.

Inheritance Hierarchy

IMsDiagnosticTestSettings

IMsRamseyRessetTestSettings

Comments

The Functional Form Criterion test is a generalized test that determines whether the following errors of the linear regression model specification exist:

Any missing variables. Regression does not contain all explanatory variables.
Invalid functional form. Some of the variables or all variables should be converted using logarithmic, exponential, inverse or some other function.
Correlation between the X time series and a random model component, which may be caused by errors in factor dimension, calculations of sets of equations or by other errors.

Such errors result in shift of regression model mean error.

To work with parameters of this test, cast the value returned by the IMsDiagnosticTest.Settings property to the IMsRamseyRessetTestSettings interface.

Properties

	Property name	Brief description
	Power	The Power property determines the number of additional regressors included in a test regression.

Properties inherited from IMsDiagnosticTestSettings

	Property name	Brief description
	ConfidenceLevel	The ConfidenceLevel property determines the significance level, on which the hypothesis is rejected.
	IncludedExplanatories	The IncludedExplanatories property determines indexes of explanatory series.
	SupportsR	The SupportsR property determines whether diagnostic test can be calculated by R.
	UseR	The UseR property determines whether connection to R is used on diagnostic test calculation.

Methods inherited from IMsDiagnosticTestSettings

	Method name	Brief description
	RefreshIncluded	The RefreshIncluded method refreshes the value of the IncludedExplanatories property.