IForecast.CoefUncertaintyInSECalc

Fore Syntax

CoefUncertaintyInSECalc: Boolean;

Fore.NET Syntax

CoefUncertaintyInSECalc: boolean;

Description

The CoefUncertaintyInSECalc property determines whether to take into account coefficients uncertainty when calculating confidence bounds.

Comments

By default the property has the True value.

Option is applied for following methods:

• Linear regression (instrumental variables method).

• Linear regression (OLS estimation).

• ARIMA.

Fore and Fore.NET Example

An example of use is given in the example for the IForecast.Value property.

See also:

IForecast