Stat Assembly > Stat Assembly Interfaces > ISmGrangerTest
Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISmGrangerTest interface determines the parameters of Granger test.
ISmGrangerTest
Granger test is used to test cause-effect relationships of time series.
Property name | Brief description | |
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The ConfidenceLevel property sets confidence level. | |
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The Data property determines the source data matrix. | |
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The Lag property sets lag. | |
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The MissingData property determines missing data treatment method. | |
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The PValueMatrix property returns probability matrix. | |
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The ResValueMatrix property returns matrix of results on presence or absence of Granger conditionality. | |
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The TStatMatrix property returns Fisher statistics matrix. |
Property name | Brief description | |
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The DisplayName property returns the displayed method name. | |
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The ErrorByStatus property returns an error message by the error number. | |
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The Errors property returns a message with all the errors and warnings. | |
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The Name property returns the internal method name. | |
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The PerformanceTime property returns method execution time. | |
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The Status property returns the method execution status. | |
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The SupportsR property returns whether statistical method can be calculated via R package. | |
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The UseR property determines whether statistical method is calculated via the R package. | |
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The WarningByStatus property returns a warning text by its number. | |
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The Warnings property returns the warnings that occurred at method calculation. | |
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The WarningsCount property returns the number of warnings that occurred at the method calculation. | |
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The WarningsNumbers property returns numbers of warnings that occurred at the method calculation. |
Method Name | Brief description | |
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The Clone method clones a statistical method object. | |
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The Execute method executes a statistical method. | |
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The LoadFromXML method loads statistical method settings from XML code. | |
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The SaveToXML method unloads statistical method settings to XML code. |
See also: