ISmWhiteHeteroskedasticityTest.ModelCoefficients

Fore Syntax

ModelCoefficients: IModelCoefficients;

Fore.NET Syntax

ModelCoefficients: Prognoz.Platform.Interop.Stat.IModelCoefficients;

Description

The ModelCoefficients property returns parameters of submodel coefficients.

Comments

Submodel always includes a constant. If there are AR or MA orders, gradients of criterion function built for a source model are used instead of factors.

Fore and Fore.NET Examples

The property use is given in the example for ISmWhiteHeteroskedasticityTest.ChiTest.

See also:

ISmWhiteHeteroskedasticityTest