ObsR2: ISpecificationTestStatistic;
ObsR2: Prognoz.Platform.Interop.Stat.ISpecificationTestStatistic;
The ObsR2 property returns Engle statistics value.
To get the Fisher statistics, use the ISmARCHTest.FStatistic property.
The property use is given in the example for ISmARCHTest.FStatistic.
See also: