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Stat Assembly > Stat Assembly Enumerations > TrendSpecificationType

TrendSpecificationType

Description

The TrendSpecificationType enumeration is used to determine specifications of trend in main and secondary regressions.

It is used by the following properties:

• ISmCointegratingRegression.TrendSpecification.

• ISmEngleGrangerTest.TrendSpecification.

• ISmPhillipsOuliarisTest.TrendSpecification.

Available Values

	Value	Brief description
	0	NoneNone. Without constant in the main and the secondary regressions.
	1	NoneConst. Without constant in the main and with constant in the secondary regressions.
	2	NoneLinear. Without constant in the main and with linear trend in the secondary regressions.
	3	NoneQuadratic. Without constant in the main and with quadratic trend in the secondary regression.
	4	ConstNone. With constant in the main and without constant in the secondary regressions.
	5	ConstLinear. With constant in the main and with linear trend in the secondary regressions.
	6	ConstQuadratic. With constant in the main and with quadratic trend in the secondary regressions.
	7	LinearNone. Linear trend in the main and without constant in the secondary regressions.
	8	LinearQuadratic. Linear trend in the main and quadratic trend in the secondary regressions.
	9	QuadraticNone. Quadratic trend in the main and without constant in the secondary regression.

See also:

Stat Assembly Enumerations