ISmCointegrationEq.VARStatistics

Fore Syntax

VARStatistics: IVARStatistics;

Fore.NET Syntax

VARStatistics: Prognoz.Platform.Interop.Stat.IVARStatistics;

Description

The VARStatistics property returns values of vector autoregression statistics calculated for a model.

Comments

To work with coefficient parameters at cointegration equation, use the ISmCointegrationEq.CointegralEquation property.

Fore and Fore.NET Examples

The property use is given in the example for ISmCointegrationEq.MissingData.

See also:

ISmCointegrationEq