SmRollingRegression

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmRollingRegression class is used to work with parameters of moving regression.

Comments

The rolling regression method enables the user to construct routes of coefficient estimates including their confidence bounds, and to check the hypothesis of constancy of regression equation coefficients.

Fore.NET Syntax

Class to get analog of the SmRollingRegression class:

None.

Class to get analog of the SmRollingRegression class object:

SmRollingRegressionClass;

Properties inherited from ISmRollingRegression

	Property name	Brief description
	CoefficientsMatrix	The CoefficientsMatrix poperty returns matrix of coefficient estimates.
	Explained	The Explained property returns an explained series.
	Explanatories	The Explanatories property returns explanatory series.
	Intercept	The Intercept property returns estimate of the regression constant and its characteristics.
	MissingData	The MissingData property returns missing data treatment method.
	ModelPeriod	The ModelPeriod property returns sample period parameters.
	PValueMatrix	The PValueMatrix property returns probability matrix for the t-statistics matrix.
	RollingForecast	The RollingForecast property returns forecasting series values.
	RollingStep	The RollingStep property determines the step of window shift.
	StandartErrorMatrix	The StandartErrorMatrix property returns the standard error matrix for coefficients.
	TStatisticMatrix	The TStatisticsMatrix property returns the t-statistics matrix.
	Window	The Window property determines the width of the window of rolling regression.

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 | Moving Regression