ISmRollingRegression

Assembly: Stat;

Description

The ISmRollingRegression interface is used to work with parameters of moving regression.

Inheritance Hierarchy

          IStatMethod

          ISmRollingRegression

Comments

The rolling regression method enables the user to construct routes of coefficient estimates including their confidence bounds, and to check the hypothesis of constancy of regression equation coefficients.

Properties

  Property name Brief description
CoefficientsMatrix The CoefficientsMatrix poperty returns matrix of coefficient estimates.
Explained The Explained property returns an explained series.
Explanatories The Explanatories property returns explanatory series.
Intercept The Intercept property returns estimate of the regression constant and its characteristics.
MissingData The MissingData property returns missing data treatment method.
ModelPeriod The ModelPeriod property returns sample period parameters.
PValueMatrix The PValueMatrix property returns probability matrix for the t-statistics matrix.
RollingForecast The RollingForecast property returns forecasting series values.
RollingStep The RollingStep property determines the step of window shift.
StandartErrorMatrix The StandartErrorMatrix property returns the standard error matrix for coefficients.
TStatisticMatrix The TStatisticsMatrix property returns the t-statistics matrix.
Window The Window property determines the width of the window of rolling regression.

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 | Moving Regression