ISmEngleGrangerTest.TauStat

Fore Syntax

TauStat: ISpecificationTestStatistic;

Fore.NET Syntax

TauStat: Prognoz.Platform.Interop.Stat.ISpecificationTestStatistic;

Description

The TauStat property returns value of t-statistics of the Engle-Granger test.

Comments

To get value of z-statistics of the Engle-Granger test, use the ISmEngleGrangerTest.ZStat property.

Fore and Fore.NET Examples

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

See also:

ISmEngleGrangerTest