ECMType

Description

The ECMType enumeration is used to determine the type of error correction model.

It is used by the following properties and methods:

Available Values

  Value Brief description
0 NoTrendNoIntercept. A model that has neither trend nor constant in cointegration equation and autoregression.
1 NoTrendIntercept. A model with a constant in cointegration equation and without a trend in autoregression.
2 TrendIntercept. A model with a constant in cointegration equation and autoregression.
3 TrendTrend. A model with linear trend and a constant in cointegration equation, without a trend in autoregression, and with linear trend in data.
4 QTrendTrend. A model with a trend and a constant in autoregression and cointegration equation, and with quadratic trend in data.

See also:

Stat Assembly Enumerations