IMsJohansenTestSettings

Assembly: Ms;

Description

The IMsJohansenTestSettings interface is used to set up parameters of the Johansen test calculation.

Inheritance Hierarchy

Comments

The Johansen test allows to reveal existence of static linear combinations of time series, which are integrated ones of the first order, and it is one of the system estimation methods, using the maximum likelihood method relating to vector autoregression models.

To get parameters of calculation of the test, cast the value returned by the IMsVariableTest.Settings property to the IMsJohansenTestSettings interface.

Properties

	Property name	Brief description
	AutoRegressionOrder	The AutoRegressionOrder property determines autoregression order.
	ExogenousSources	The ExogenousSources property returns the collection of exogenous variables.
	ModelType	The ModelType property determines the used type of the error correction model.

Properties inherited from IMsVariableTestSettings

	Property name	Brief description
	EndDate	The EndDate property determines the end point of calculation.
	IncludedSources	The IncludedSources property returns the collection of variables, for which the descriptive statistic is calculated.
	MissingData	The MissingData property returns missing data treatment parameters.
	StartDate	The StartDate property determines the start point of calculation.
	SupportsR	The SupportsR property determines whether descriptive statistic can be calculated by means of R.
	UseR	The UseR property determines whether R connection is used on descriptive statistic calculation.