ISmErrorCorrectionModel

Assembly: Stat;

Description

The ISmErrorCorrectionModel interface defines the parameters of the error correction model (ECM).

Inheritance Hierarchy

          IStatMethod

          ISmErrorCorrectionModel

Comments

Each of the error correction model equations is an unbound multiple regression equation and a linear combination of endogenous variables that is called correction component. Therefore the unknown values are estimated with the least squares method for each equation separately. Summary statistics of regression equations and coefficient summary statistics are calculated in a usual way.

Properties

  Property name Brief description
CointegralCount

 The CointegralCount property determines the number of cointegration links.
CointegralEquations

 The CointegralCoefficients property returns values of coefficients of cointegration equations.
CointegralEquationsSE

 The CointegralEquationsSE property returns standard errors of cointegration equations.
CointegralEquationsTstat

 The CointegralEquationsTstat property returns t-statistics of coefficients of cointegration equations.
Equations

 The Equations property determines equation collection parameters.
MissingData

 The MissingData property determines missing data treatment parameters.
ModelPeriod

 The ModelPeriod property determines the sample period.
ModelType

 The ModelType property determines model type.
VARStatistics

 The VARStatistics property returns vector autoregression statistics.

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 | Error correction model | Vector Error Correction Model