ISmGrangerTest

Assembly: Stat;

Description

The ISmGrangerTest interface determines the parameters of Granger test.

Inheritance Hierarchy

          IStatMethod

          ISmGrangerTest

Comments

Granger test is used to test cause-effect relationships of time series.

Properties

  Property name Brief description
ConfidenceLevel

The ConfidenceLevel property sets confidence level.
Data

The Data property determines the source data matrix.
Lag

The Lag property sets lag.
MissingData

The MissingData property determines missing data treatment method.
PValueMatrix

The PValueMatrix property returns probability matrix.
ResValueMatrix

The ResValueMatrix property returns matrix of results on presence or absence of Granger conditionality.
TStatMatrix

The TStatMatrix property returns Fisher statistics matrix.

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 | Granger test