SmGrangerTest

Description

The SmGrangerTest class implements the Granger test algorithm.Granger test is used to test cause-effect relationships of time series.

Properties inherited from ISmGrangerTest

	Property name	Brief description
	ConfidenceLevel	The ConfidenceLevel property sets confidence level.
	Data	The Data property determines the source data matrix.
	Lag	The Lag property sets lag.
	MissingData	The MissingData property determines missing data treatment method.
	PValueMatrix	The PValueMatrix property returns probability matrix.
	ResValueMatrix	The ResValueMatrix property returns matrix of results on presence or absence of Granger conditionality.
	TStatMatrix	The TStatMatrix property returns Fisher statistics matrix.

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