Assembly: Ms;
The IMsGrangerTestSettings interface is used to set up calculation options of the Granger test.
IMsGrangerTestSettings
The Granger test is used to check the hypothesis about the cause-effect relation of time series.
To get calculation options of the test, cast the value returned by the IMsVariableTest.Settings property to the IMsGrangerTestSettings interface.
Property name | Brief description | |
ConfidenceLevel | The ConfidenceLevel property determines the significance level, on which the hypothesis is rejected. | |
Lag | The Lag property determines the value of the lag for tested variables. |
Property name | Brief description | |
The EndDate property determines the end point of calculation. | ||
The IncludedSources property returns the collection of variables, for which the descriptive statistic is calculated. | ||
The MissingData property returns missing data treatment parameters. | ||
The StartDate property determines the start point of calculation. | ||
The SupportsR property determines whether descriptive statistic can be calculated by means of R. | ||
The UseR property determines whether R connection is used on descriptive statistic calculation. |
See also:
Ms Assembly Interfaces | Library of methods and models: Granger Test