ISmEngleGrangerTest.TrendSpecification

Fore Syntax

TrendSpecification: TrendSpecificationType;

Fore.NET Syntax

TrendSpecification: Prognoz.Platform.Interop.Stat.TrendSpecificationType;

Description

The TrendSpecification property determines trend specification.

Comments

The property corresponds to the ISmCointegratingRegression.TrendSpecification property. The following enumeration elements are important for the Engle-Granger test: NoneNone, ConstNone, LinearNone and QuadraticNone.

Fore and Fore.NET Examples

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

See also:

ISmEngleGrangerTest