ISmCointegratingRegression

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmCointegratingRegression interface is used to work with cointegration regression.

Inheritance Hierarchy

          IStatMethod

          ISmCointegratingRegression

Properties

	Property name	Brief description
	AdditionalRegressors	The AdditionalRegressors property returns additional regressors.
	CointegratingCoefficients	The CointegratingCoefficients property returns estimates of cointegration coefficients of model and their characteristics.
	CointegratingRegressors	The CointegratingRegressors property returns cointegration regressors.
	CovarianceMatrix	The CovarianceMatrix property returns covariance matrix values.
	DeterministicCoefficients	The DeterministicCoefficients property returns estimates of deterministic coefficients of model and their characteristics.
	DeterministicRegressors	The DeterministicRegressors property returns deterministic regressors.
	EstimationMethod	The EstimationMethod property determines estimation method.
	Explained	The Explained property returns the source series.
	Fitted	The Fitted property returns a modeling series.
	Forecast	The Forecast property returns forecast series parameters.
	LagLeadMethod	The LagLeadMethod property determines the type of cointegration regression estimation by means of the DOLS method.
	Lags	The Lags property determines the number of lags for the DOLS method.
	Leads	The Leads property determines the number of leads for the DOLS method.
	MissingData	The MissingData property returns missing data treatment parameters.
	ModelPeriod	The ModelPeriod property returns sample period parameters.
	Residuals	The Residuals property returns a residual series.
	SummaryStatistics	The SummaryStatistics property returns descriptive statistics of a model.
	TrendSpecification	The TrendSpecification property determines specifications of the main and additional trends.
	UseDifferencedData	The UseDifferencedData property determines whether to use finite differences.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces