ISmEngleGrangerTest.CointegratingRegressors

Fore Syntax

CointegratingRegressors: ISlSeries;

Fore.NET Syntax

CointegratingRegressors: Prognoz.Platform.Interop.Stat.ISlSeries;

Description

The CointegratingRegressors property returns cointegration regressors.

Comments

To get deterministic regressors, use the ISmEngleGrangerTest.DeterministicRegressors property.

Fore and Fore.NET Examples

The property use is given in the example for ISmEngleGrangerTest.AutomaticAROrderSelectionSettings.

See also:

ISmEngleGrangerTest