ISlSimultaneousEquation

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISlSimultaneousEquation interface defines the simultaneous equation parameters.

Inheritance Hierarchy

          ISlSimultaneousEquation

Comments

Simultaneous equations system is a set of econometric equations (often linear ones) that determine interdependence of econometric variables.

Properties

	Property name	Brief description
	DependentVariable	The DependentVariable property determines parameters of dependent variable in an equation.
	EndogenousCoefficients	The EndogenousCoefficients property returns estimates and characteristics of equation endogenous variable coefficients.
	EndogenousVariables	The EndogenousVariables property determines parameters of endogenous variables in an equation.
	ExogenousCoefficients	The ExogenousCoefficients property returns estimates and characteristics of equation exogenous variable coefficients.
	ExogenousVariables	The ExogenousVariables property determines parameters of exogenous variables in an equation.
	Fitted	The Fitted property returns a modeling series.
	Intercept	The Intercept property determines parameters of equation constant.
	Residuals	The Residuals property returns a residual series for the equation.
	SpecificInstrumental	The SpecificInstrumental property returns parameters of special equation variables.
	SummaryStatistics	The SummaryStatistics property determines summary statistics of the equation.
	UseConstantAsInstrument	The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable.

See also:

Stat Assembly Interfaces