ISmAugmentDickeyFullerTest

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmAugmentDickeyFullerTest interface determines parameters of the augmented Dickey-Fuller test.

Inheritance Hierarchy

          IStatMethod

          ISmAugmentDickeyFullerTest

Comments

The augmented test returns Dickey-Fuller statistics. This test is used to check whether a time series is stationary.

Properties

	Property name	Brief description
	ADFStat	The ADFStat property returns the value of augmented Dickey-Fuller test statistics.
	AutomaticAROrderSelectionSettings	The AutomaticAROrderSelectionSettings property returns lag autoselection parameters.
	AutoRegressionOrder	The AutoRegressionOrder property determines autoregression order.
	CriticalValues	Outdated. The CriticalValues property returns critical values for Dickey-Fuller statistics for the three significance levels: 0.01, 0.05 and 0.1.
	EquationType	The EquationType property determines the type of the model analyzed in the test.
	Intercept	Outdated. Use ISmAugmentDickeyFullerTest.ModelCoefficients.
	MissingData	The MissingData property returns the method of missing data treatment.
	ModelCoefficients	The ModelCoefficients property returns parameters of model coefficients.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	Serie	The Serie property determines a source data series.
	SummaryStatistics	The SummaryStatistics property returns summary statistics.
	TestedSeries	The TestedSeries property determines the type of tested series.
	Trend	Outdated. Use ISmAugmentDickeyFullerTest.ModelCoefficients.
	UseAutomaticAROrderSelection	The UseAutomaticAROrderSelection property determines whether lag autoselection is to be used.

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 Interfaces | Augmented Dickey-Fuller Test