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Stat Assembly > Stat Assembly Enumerations > LRCBandwidthMethodType

LRCBandwidthMethodType

Description

The LRCBandwidthMethodType enumeration is used to determine the method of bandwidth in long-run covariance

It is used by the following property:

• ISmLongRunCovariance.LRCBandwidthMethod.

Available Values

	Value	Brief description
	0	NeweyWestFixed. Newey-West fixed.
	1	AndrewsAutomatic. Andrews automatic.
	2	NeweyWestAutomatic. Newey-West automatic.
	3	UserSpecified. Custom specification.

See also:

Stat Assembly Enumerations