ISmErrorCorrectionModel.CointegralEquationsSE

Fore Syntax

CointegralEquationsSE: ISlSeries;

Fore.NET Syntax

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

Description

The CointegralEquationsSE property returns standard errors of cointegration equations.

Comments

To get  t-statistics of coefficients of cointegration equations, use the ISmErrorCorrectionModel.CointegralEquationsTstat property.

Fore and Fore.NET Example

The property use is given in the example for ISmErrorCorrectionModel.CointegralCount.

See also:

ISmErrorCorrectionModel