ISmGrangerTest.PValueMatrix

Fore Syntax

PValueMatrix: Array;

Fore.NET Syntax

PValueMatrix: System.Array;

Description

The PValueMatrix property returns probability matrix.

Comments

Obtained probability values are compared with the specified significance level. Small probability value means that there may be the series may be dependent.

Fore and Fore.NET Examples

The property use is given in the example for ISmGrangerTest.MissingData.