IHACOptions

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The IHACOptions interface is used to set up long-run covariance options.

Inheritance Hierarchy

          IHACOptions

Comments

By default, LRCLagSpecification is not set, LRCKernel = LRCKernelType.Bartlett.

Properties

	Property name	Brief description
	BandwidthValue	The BandwidthValue property determines value of kernel bandwidth.
	KernelVector	The KernelVector property determines kernel vector.
	LRCBandwidthMethod	The LRCBandwidthMethod property determines the method of calculating kernel bandwidth value.
	LRCKernel	The LRCKernel property determines a kernel type.
	LRCLagSpecification	The LRCLagSpecification property determines lag specification.
	NumberOfLags	The NumberOfLags property determines the number of lags.

See also:

Stat Assembly Interfaces