ISmCointegrationEq

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmCointegrationEq interface defines the parameters of the error correction method.

Inheritance Hierarchy

          IStatMethod

          ISmCointegrationEq

Comments

Error correction model allows for the following model types:

• Without trend in autoregression, without constant in cointegration equation.

• Without trend in autoregression, with constant in cointegration equation.

• With constant in autoregression and in cointegration equation (trend in source data).

Properties

	Property name	Brief description
	CointegralEquation	The CointegralEquation property returns parameters of cointegration equation coefficients.
	CommonExogenious	The CommonExogenious property determines an array of indexes of exogenous variables included into a group of variables with short-term cointegration links.
	Equation	The Equation property returns method equation parameters.
	LongTermExogenious	The LongTermExogenious property determines an array of indexes of exogenous variables included into a group of variables with long-term cointegration links.
	MissingData	The MissingData property returns parameters of missing data treatment in the explained series.
	ModelType	The ModelType property determines error correction model type.
	Period	ThePeriod property returns model identification period parameters.
	SerieAROrder	The SerieAROrder property determines the order of exogenous variable autoregression.
	VARStatistics	The VARStatistics property returns values of vector autoregression statistics calculated for a model.

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

	Method Name	Brief description
	ParseSerieAROrder	The ParseSerieAROrder method parses the string view of endogenous variable autoregression order.

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