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

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