ISlEquation

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISlEquation interface defines the parameters for the equation.

Inheritance Hierarchy

          ISlEquation

Properties

  Property name Brief description

AutoRegressionOrder

The AutoRegressionOrder property sets autoregresion orders.

CointegralCoefficients

The CointegralCoefficients property returns coefficients of cointegration equations.

EndogenousCoefficients

The EndogenousCoefficients property returns endogenous variables coefficients.

ExogenousCoefficients

The ExogenousCoefficients property returns exogenous variables coefficients.

ExogenousVariables

The ExogenousVariables property returns a collection of exogenous variables.

Fitted

The Fitted property returns an array of modeling series values.

Forecast

The Forecast property determines parameters of forecasting series.

ImpulseMatrix

The ImpulseMatrix property returns matrix of impulse response function values.

Intercept

The Intercept property determines parameters of equation constant.

Residuals

The Residuals property returns a residual series.

Serie

The Serie property determines explained data series (endogenous variable).

SummaryStatistics

The SummaryStatistics property returns summary statistics.

Trend

The Trend property returns parameters of the equation trend.

Methods

  Property name Brief description

ParseAR

The ParseAR method parses strings with parameters of non-seasonal autoregression.

See also:

Stat Assembly Interfaces