LRCLagSpecificationType

Description

The LRCLagSpecificationType enumeration is used to determine lag specification in the long-run covariance.

It is used by the following property:

• ISmLongRunCovariance.LRCLagSpecification.

Available Values

	Value	Brief description
	0	None. No lag specification.
	1	Fixed. Fixed lag.
	2	AutoAIC. Autodetection by Akaike criterion.
	3	AutoSchwarz. Autodetection by Schwarz criterion.
	4	AutoHannanQuinn. Autodetection by Hannan-Quinn criterion.

See also:

Stat Assembly Enumerations