SmPhillipsOuliarisTest

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The SmPhilipsOuliarisTest class is used to work with parameters of the Phillips-Ouliaris test.

Comments

The test returns value of t-statistics and Z-statistics.

Fore.NET Syntax

Class to get analog of the SmPhillipsOuliarisTest class:

None;

Class to get analog of the SmPhillipsOuliarisTest class object:

SmPhillipsOuliarisTestClass;

Properties inherited from ISmPhillipsOuliarisTest

	Property name	Brief description
	CointegratingRegressors	The CointegratingRegressors property returns cointegration regressors.
	DeterministicRegressors	The DeterministicRegressors property returns deterministic regressors.
	Explained	The Explained property returns the explained series.
	HACOptions	The HACOptions property returns long-run covariance settings.
	MissingData	The MissingData property returns the method of missing data treatment.
	ModelCoefficients	The ModelCoefficients property returns estimates of model coefficients and their characteristics.
	ModelPeriod	The ModelPeriod property returns sample period parameters.
	SummaryStatistics	The SummaryStatistics property returns descriptive characteristics of auxiliary regression.
	TauStat	The TauStat property returns value of t-statistics of the Philips-Ouliaris test.
	TrendSpecification	The TrendSpecification property determines trend specification.
	ZStat	The ZStat property returns value of z-statistics of the Philips-Ouliaris test.

See also:

Stat Assembly Classes