ISmCointegratingRegression.CointegratingCoefficients

Fore Syntax

CointegratingCoefficients: ICoefficients;

Fore.NET Syntax

CointegratingCoefficients: Prognoz.Platform.Interop.Stat.ICoefficients;

Description

The CointegratingCoefficients property returns estimates of cointegration coefficients. of model and their characteristics.

Comments

To get deterministic regressors of model, use the ISmCointegratingRegression.DeterministicCoefficients property.

Fore and Fore.NET Examples

The property use is given in the example for ISmCointegratingRegression.AdditionalRegressors.

See also:

ISmCointegratingRegression