ISmEngleGrangerTest.ZStat

Fore Syntax

ZStat: ISpecificationTestStatistic;

Fore.NET Syntax

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

Description

The ZStat property returns value of z-statistics of the Engle-Granger test.

Comments

To get value of the t-statistics of the Engle-Granger test, use the ISmEngleGrangerTest.TauStat property.

Fore and Fore.NET Examples

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

See also:

ISmEngleGrangerTest