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