The SmOmittedVariablesTest class implements algorithm of omitted variables test.
Property name | Brief description | |
The ARMA property determines autoregression and moving average parameters. | ||
The ChiTest property returns chi-square statistics values. | ||
The Explained property determines an explained series. | ||
The Explanatories property determines explanatory series. | ||
The Fitted property returns a modeling series, which is calculated for a model with additional regressors. | ||
The FTest property returns Fisher statistics values. | ||
The MissingData property determines missing data treatment method. | ||
The ModelCoefficients property returns parameters of model coefficients. | ||
The ModelPeriod property determines sample period parameters. | ||
The OmittedExplanatories property determines additional regressors (omitted variables). | ||
The Residuals property returns the residual series, which is calculated for a model with additional regressors. | ||
The SummaryStatistics property returns summary statistics. |
Property name | Brief description | |
The DisplayName property returns the displayed method name. | ||
The ErrorByStatus property returns an error message by the error number. | ||
The Errors property returns a message with all the errors and warnings. | ||
The Name property returns the internal method name. | ||
The PerformanceTime property returns method execution time. | ||
The Status property returns the method execution status. | ||
The SupportsR property returns whether statistical method can be calculated via R package. | ||
The UseR property determines whether statistical method is calculated via the R package. | ||
The WarningByStatus property returns a warning text by its number. | ||
The Warnings property returns the warnings that occurred at method calculation. | ||
The WarningsCount property returns the number of warnings that occurred at the method calculation. | ||
The WarningsNumbers property returns numbers of warnings that occurred at the method calculation. |
Method Name | Brief description | |
The Clone method clones a statistical method object. | ||
The Execute method executes a statistical method. | ||
The LoadFromXML method loads statistical method settings from XML code. | ||
The SaveToXML method unloads statistical method settings to XML code. |
See also: