SmOmittedVariablesTest

Description

The SmOmittedVariablesTest class implements algorithm of omitted variables test.

Properties inherited from ISmOmittedVariablesTest

  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.

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