The TsStatisticsType enumeration is used to determine a summary statistics in use.
It is used by the following properties:
| Value | Brief description |
| 1 | Sum. Sum. |
| 2 | Average. Average. |
| 3 | Min. Minimum. |
| 4 | Max. Maximum. |
| 5 | Count. Number of values. |
| 6 | NonEmptyCount. Number of non-empty values. |
| 7 | EmptyCount. Number of empty values. |
| 8 | Mode. Mode. |
| 9 | Median. Median. |
| 10 | Disp. Variance. |
| 11 | StdDev. Standard deviation. |
| 12 | Skew. Skewness. |
| 13 | Kurt. Kurtosis. |
| 14 | Range. Range. |
| 15 | VarC. Variation coefficient. |
| 16 | SQ. Sum of squares. |
| 17 | AutoCorrelation1. First-order autocorrelation. |
| 18 | HighDecile. Upper decile. |
| 19 | HighQuartile. Upper quartile. |
| 20 | LowQuartile. Lower quartile. |
| 21 | LowDecile. Lower decile. |
| 22 | NumbersCount. Numbers count. |
| 23 | R2. Determination coefficient. |
| 24 | AdjR2. Adjusted determination coefficient. |
| 25 | R2_2. Determination coefficient (uncentered). |
| 26 | AdjR2_2. Adjusted determination coefficient (uncentered). |
| 27 | Fstat. Fisher statistic. |
| 28 | ProbFstat. Fisher statistic probability. |
| 29 | LogL. Log-likelihood function. |
| 30 | AIC. Akaike information criterion. |
| 31 | SC. Schwarz information criterion. |
| 32 | SE. Standard error. |
| 33 | Jstat. J statistic. |
| 34 | ProbJstat. J statistic probability. |
| 35 | DW. Durbin-Watson statistic. |
| 36 | DWLowerBound. Lower limit probability. |
| 37 | DWUpperBound. Upper limit probability. |
| 38 | HQcriterion. HQ criterion. |
| 39 | AvgLogL. Mean of log-likelihood function. |
| 40 | McFaddenRsquared. McFadden determination coefficient. |
| 41 | RestrLogL. Restricted log-likelihood function. |
| 42 | LRstatistic. LR statistic. |
| 43 | LRprobability. p-value of probability for the LR statistic. |
| 44 | ME. Mean error. |
| 45 | MAE. Mean absolute error. |
| 46 | MSE. Mean squared error. |
| 47 | SqMSE. Root mean squared error. |
| 48 | VE. Residual variance. |
| 49 | SEE. Standard deviation of residuals. |
| 50 | JBStat. Jarque-Bera statistic. |
| 51 | SSR. Sum of squared residuals. |
| 52 | NumOfIter. The number of iterations after which the method has converged. |
| 53 | ObservationsCount. Number of observations. |
| 54 | AveDev. Absolute deviation. |
| 55 | InterquartileRange. Interquartile range (90%). |
| 56 | AutoCorrelation2. Second-order autocorrelation. |
| 57 | DistinctCount. Number of unique values. |
| 58 | Fstat_2. Fisher statistic (uncentered). |
| 59 | ProbFstat_2. Fisher statistic probability (uncentered). |
| 60 | ProbJBStat. Jarque-Bera statistic probability. |
| 61 | MaxAE. Maximum absolute error. |
| 62 | MD. Mean of dependent variable. |
| 63 | SD. Standard deviation of dependent variable. |
Mathematical description of summary statistics is given in the Library of Methods and Models section.
See also: