IJohansenTestEquation

Description

The IJohansenTestEquation interface defines the parameters of the Johansen test equation (endogenous variable).

Properties

  Property name Brief description
The AutoRegressionOrder property sets autoregresion orders.
The ExogenousVariables property determines exogenous variables.
The Report property returns results of Johansen test calculation.
The Serie property determines parameters of endogenous variable (equation).

See also:

Stat Assembly Interfaces