ISmAutoCorrelation

Assembly: Stat;

Description

The ISmAutoCorrelation interface determines autocorrelation analysis parameters.

Inheritance Hierarchy

          IStatMethod

          ISmAutoCorrelation

Comments

Correlation is used to estimate closeness and direction of linear stochastic dependence between analyzed variables.

Properties

  Property name Brief description
AutoCorrelationFunction

The AutoCorrelationFunction property returns autocorrelation function.
DifferenceOrder

The DifferenceOrder property determines difference order.
LagOrder

The LagOrder property determines lag.
MissingData

The MissingData property determines missing data treatment method.
ModelPeriod

The ModelPeriod property determines sample period parameters.
PartialAutoCorrelationFunction

The PartialAutoCorrelationFunction property returns the partial autocorrelation function.
Probability

The Probability property returns the Ljung–Box Q-statistics.
QStatistics

The QStatistics property returns the Ljung-Box Q-statistics.
Serie

The Serie property determines source series parameters.
StandardError

The StandardError property returns the standard error.

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 on method calculation.
WarningsCount The WarningsCount property returns the number of warnings that occurred on method calculation.
WarningsNumbers The WarningsNumbers property returns numbers of the warnings that occurred on 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 | Autocorrelation Analysis