IMsGrangerTestSettings

Assembly: Ms;

Description

The IMsGrangerTestSettings interface is used to set up calculation options of the Granger test.

Inheritance Hierarchy

          IMsVariableTestSettings

          IMsGrangerTestSettings

Comments

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.

Properties

  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.

Properties inherited from IMsVariableTestSettings

  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