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Stat Assembly > Stat Assembly Classes > SmChowTest

SmChowTest

Description

The SmChowTest class implements algorithm of Chow test for the presence of structural changes.

Properties inherited from ISmChowTest

	Property name	Brief description
	ARMA	The ARMA property determines autoregression and moving average parameters.
	ChiTest	The ChiTest property returns chi-square statistics values.
	ChowTestResult	The ChowTestResult property returns whether the null hypothesis about absence of structural changes is accepted.
	ConfidenceLevel	The ConfidenceLevel property determines the significance level, at which the hypothesis is rejected.
	Explained	The Explained property determines an explained series.
	Explanatories	The Explanatories property determines explanatory series.
	FTest	The FTest property returns Fisher statistics values.
	GroupSeparator	The GroupSeparator property determines observation groups.
	Intercept	The Intercept property determines parameters of a constant.
	LR	The LR property returns the common linear regression equation for both groups.
	LR0	The LR0 property returns the linear regression equation for the first group.
	LR1	The LR1 property returns the linear regression equation for the second group.
	MissingData	The MissingData property determines missing data treatment method.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	TestType	The TestType property determines the test type.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Classes