ICoefficients

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ICoefficients interface returns parameters of the model coefficients.

Inheritance Hierarchy

ICoefficients

Comments

Remember that coefficients order is determined by the order in which the factors corresponding to these coefficients are added to the method. This mechanism works in different way for various statistical methods. For example, factors for linear regression are added explicitly. For the ARIMA method you add autoregression factors' and moving average coefficients.

Properties

	Property name	Brief description
	Estimate	The Estimate property returns an array of estimated values of model coefficicents.
	Probability	The Probability property returns an array of coefficients' probabilities values.
	StandardError	The StandardError property returns array of values of standard coefficient errors.
	TStatistic	The TStatistics property returns array of values of coefficient t-statistics.