SmAutoRegress

Description

The SmAutoRegress class implements autoregression algorithm.

Properties inherited from ISmAutoRegress

  Property name Brief description
The AutoRegressionOrder property determines autoregression orders.
The Fitted property returns a modeling series.
The Forecast property determines parameters of forecasting series.
The MissingData property determines missing data treatment parameters.
The ModelCoefficients property determines parameters of model coefficients.
The ModelPeriod property determines sample period parameters.
The Residuals property returns a residual series.
The Serie property determines an explained series.
The SummaryStatistics property returns summary statistics.

Properties inherited from IStatMethod

  Property name Brief description

DisplayName

The DisplayName property returns the displayed method name.

ErrorByStatus

The ErrorByStatus property returns an error message by the error number.

Errors

The Errors property returns a message with all the errors and warnings.

Name

The Name property returns the internal method name.

PerformanceTime

The PerformanceTime property returns method execution time.

Status

The Status property returns the method execution status.

SupportsR

The SupportsR property returns whether statistical method can be calculated via R package.

UseR

The UseR property determines whether statistical method is calculated via the R package.

WarningByStatus

The WarningByStatus property returns a warning text by its number.

Warnings

The Warnings property returns the warnings that occurred at method calculation.

WarningsCount

The WarningsCount property returns the number of warnings that occurred at the method calculation.

WarningsNumbers

The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

  Method Name Brief description

Clone

The Clone method clones a statistical method object.

Execute

The Execute method executes a statistical method.

LoadFromXML

The LoadFromXML method loads statistical method settings from XML code.

SaveToXML

The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Classes | Autoregression