CointegralEquationsTstat: ISlSeries;
CointegralEquationsTstat: Prognoz.Platform.Interop.Stat.ISlSeries;
The CointegralEquationsTstat property returns t-statistics of coefficients of cointegration equations.
To get standard errors of cointegration equations, use the ISmErrorCorrectionModel.CointegralEquationsSE property.
The property use is given in the example for ISmErrorCorrectionModel.CointegralCount.
See also: