SmLIML

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The SmLIML class is used to work with the maximum likelihood method with limited information and K-class estimation method.

Fore.NET Syntax

Class to get analog of the SmLIML class:

None;

Class to get analog of the SmLIML class object:

SmLIMLClass;

Properties inherited from ISmLIML

	Property name	Brief description
	CovarianceMatrix	The CovarianceMatrix property returns covariance matrix values.
	Explained	The Explained property returns the source series.
	Explanatories	The Explanatories property returns explanatory series.
	Fitted	The Fitted property returns a modeling series.
	Forecast	The Forecast property returns forecast series parameters.
	Instrumental	The Instrumental property returns instrumental variables.
	KClass	The KClass property determines the k parameter for the K-class method.
	MissingData	The MissingData property returns missing data treatment methods.
	ModelCoefficients	The ModelCoefficients property returns estimates of model coefficients and their characteristics.
	ModelPeriod	The ModelPeriod property returns sample period parameters.
	Residuals	The Residuals property returns a residual series.
	SummaryStatistics	The SummaryStatistics property returns descriptive statistics of a model.
	UseConstantAsInstrument	The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable.
	UseKClass	The UseKClass property determines whether to use the K-class method instead of LIML.

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