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