IVARStatistics

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The IVARStatistics interface returns statistics of vector autoregression.

Inheritance Hierarchy

          IVARStatistics

Properties

	Property name	Brief description
	AIC	The AIC property returns the Akaike information criterion.
	LLV	The LLV property returns the value of the likelihood function.
	RC	The RC property returns determinant for the matrix of residuals covariance.
	RCadj	The RCadj property returns adjusted determinant for the matrix of residuals covariance.
	SC	The SC property returns the Schwarz criterion.

See also:

Stat Assembly Interfaces