ECMType

Description

The ECMType enumeration is used to determine the type of error correction model.

It is used by the following properties and methods:

• IModelling.Ecm.

• IMsCointegrationEquationTransform.ModelType.

• IMsJohansenTestSettings.ModelType.

• ISmCointegrationEq.ModelType.

• ISmErrorCorrectionModel.ModelType.

• ISmJohansenTest.ModelType.

Available Values

	Value	Brief description
	0	NoTrendNoIntercept. A model that has neither trend nor constant in cointegration equation and autoregression.
	1	NoTrendIntercept. A model with a constant in cointegration equation and without a trend in autoregression.
	2	TrendIntercept. A model with a constant in cointegration equation and autoregression.
	3	TrendTrend. A model with linear trend and a constant in cointegration equation, without a trend in autoregression, and with linear trend in data.
	4	QTrendTrend. A model with a trend and a constant in autoregression and cointegration equation, and with quadratic trend in data.

See also:

Stat Assembly Enumerations