ISmLinearRegress

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmLinearRegress interface defines parameters of the Linear Regression method.

Inheritance Hierarchy

          IStatMethod

          ISmLinearRegress

Properties

  Property name Brief description

ARMA

The ARMA property returns autoregression and moving average parameters.

AutoRegressionOrder

Outdated. The AutoRegressionOrder property determines a value array for autoregression orders.

AutoSelection

The AutoSelection property determines regressor autoselection parameters.

CovarianceMatrix

The CovarianceMatrix property returns covariance matrix values.

Explained

The Explained property determines an explained series.

Explanatories

The Explanatories property determines explanatory series.

Fitted

The Fitted property returns a modeling series.

Forecast

The Forecast property returns parameters of forecasting series.

GDLTerms

The GDLTerms property determines parameters for estimation of Koyck distributed lags.

GLSMatrix

The GLSMatrix property determines a covariance matrix for generalized least squares method.

LSType

The LSType property determines the type of least squares method.

MissingData

The MissingData property determines missing data treatment parameters.

ModelCoefficients

The ModelCoefficients property returns parameters of model coefficients.

ModelPeriod

The ModelPeriod property determines sample period parameters.

MovingAverage

Outdated. Use ISmLinearRegress.ARMA.

PDLTermCollection

The PDLTermCollection property returns a collection of lag variables.

Residuals

The Residuals property returns a residual series.

SummaryStatistics

The SummaryStatistics property returns summary statistics.

UseGDLTerms

The UseGDLTerms property determines whether Koyck distributed lags should be used to estimate linear regression.

UseWeights

The UseWeights property determines whether to use the specified weights.

WeightedSummaryStatistics

The WeightedSummaryStatistics property returns weighted descriptive statistics of a model.

Weights

Outdated. Use ISmLinearRegress.GLSMatrix.

WeightsScaling

The WeightsScaling property determines method of weight scaling.

WeightsType

The WeightsType property determines the weights 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 Interfaces | Linear regression | Distributed Lag Model | ARIMA