|
Property name |
Brief description |
|
ARMA |
The ARMA property returns autoregression and moving average parameters. |
|
CovarianceMatrix |
The CovarianceMatrix property returns covariance matrix values. |
|
CrossSection |
The CrossSection property determines type of model for panel data regression. |
|
CrossSectionSD |
The CrossSectionSD property returns the standard deviation of group errors. |
|
CrossSectionSDinit |
The CrossSectionSDinit property determines cross-section standard deviation. |
|
Effects |
The Effects property returns calculated effects. |
|
EffectsInits |
The EffectsInits property determines initial values of effects for calculation without estimation. |
|
Explained |
The Explained property determines the explained variable. |
|
Explanatories |
The Explanatories property determines explanatory variables. |
|
Fitted |
The Fitted property returns modeling series. |
|
Forecast |
The Forecast property determines parameters of forecasting series. |
|
GLSWeights |
The GLSWeights property determines the type of automatically calculated weights. |
|
IdiosyncraticSD |
The IdiosyncraticSD property returns idiosyncratic standard deviation. |
|
IdiosyncraticSDinit |
The IdiosyncraticSDinit property determines calculated specifications of random effects for calculation without estimation. |
|
MissingData |
The MissingData property determines missing data treatment parameters. |
|
ModelCoefficients |
The ModelCoefficients property returns parameters of model coefficients. |
|
ModelPeriod |
The ModelPeriod property determines sample period parameters. |
|
RandomEffectsMethod |
The RandomEffectsMethod property determines the method for calculating random effects. |
|
Residuals |
The Residuals property returns residual series. |
|
SummaryStatistics |
The SummaryStatistics property returns summary statistics. |
|
WeightedSummaryStatistics |
The WeightedSummaryStatistics property returns weighted descriptive statistics of a model. |
|
Weights |
The Weights property returns weights used in model calculation. |