SmElliotRothenbergStockTest

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The SmElliotRothenbergStockTest class is used to work with parameters of the Elliot-Rothenberg-Stock test.

Comments

The test returns statistics of the Elliot-Rothenberg-Stock test.

Fore.NET Syntax

Class to get analog of the SmElliotRothenbergStockTest class:

None.

Class to get analog of the SmElliotRothenbergStockTest class object:

SmElliotRothenbergStockTestClass;

Properties inherited from ISmElliotRothenbergStockTest

  Property name Brief description
The AutoRegressionOrder property determines lag.
The Equation property determines type of the model analyzed in the test.
The ERSStat property returns value of the statistics of the Elliot-Rothenberg-Stock test.
The F0 property determines the value of adjusted residuals variance.
The F0SpectrumEstimation property determines the method of calculation of adjusted residuals variance.
The MissingData property returns missing data treatment method.
The ModelPeriod property returns sample period parameters.
The Serie property returns a tested series.
The TestedSeries property determines a source data series.

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