ISummaryStatistics

Assembly: Stat;

Description

The ISummaryStatistics interface returns statistics characteristics.

Inheritance Hierarchy

ISummaryStatistics

Comments

Summary statistics are calculated using general formulas.

Properties

	Property name	Brief description
	AdjR2	The AdjR2 property returns adjusted determination coefficient.
	AdjR2_2	The AdjR2_2 property returns adjusted determination coefficient (uncentered).
	AIC	The AIC property returns the Akaike information criterion.
	AvgLogL	The AvgLogL property returns mean of log-likelihood function.
	DW	The DW property returns Durbin-Watson statistics.
	DWLowerBound	The DWLowerBound property returns the probability value for the lower bound of the Durbin-Watson statistics range.
	DWUpperBound	The DWUpperBound property returns the probability value for the upper bound of the Durbin-Watson statistics range.
	Fstat	The Fstat property returns the Fisher statistics.
	Fstat_2	The Fstat_2 property returns the Fisher statistics based on uncentered determination coefficient.
	HQcriterion	The HQcriterion property returns HQ criterion.
	IncludedObservations	The IncludedObservations property returns the number of observations actually used to build the model.
	JBStat	The JBStat property returns value of the Jarque-Bera statistics.
	Jstat	The Jstat property returns value of J-statistics.
	LogL	The LogL property returns log-likelihood function.
	LRprobability	The LRprobability property returns probability value for LR statistics.
	LRstatistic	The LRstatistic property returns LR statistic.
	MAE	The MAE property returns mean absolute error.
	MaxAE	The MaxAE property returns maximum absolute error.
	McFaddenRsquared	The McFaddenRsquared property returns McFadden determination coefficient.
	MD	The MD property returns the mean of a dependent variable.
	ME	The ME property returns mean error.
	MSE	The MSE property returns mean squared error.
	NumOfIter	The NumOfIter property returns the number of iterations within which the decision was found.
	ProbFstat	The ProbFstat property returns Fisher statistics probability.
	ProbFstat_2	The ProbFstat_2 property returns Fisher statistics probability based on uncentered determination coefficient.
	ProbJBStat	The ProbJBstat property returns the Jarque-Bera statistics probability.
	ProbJstat	The ProbJstat property returns value of J-statistics probability.
	R2	The R2 property returns determination coefficient.
	R2_2	The property R2_2 returns determination coefficient (uncentered).
	RestrLogL	The RestrLogL property returns restricted log-likelihood function.
	SC	The SC property returns the Schwarz information criterion.
	SD	The SD property returns the standard deviation of a dependent variable.
	SE	The SE property returns the standard error.
	SEE	The SEE property returns standard deviation of residuals.
	SqMSE	The SqMSE property returns the root mean squared error.
	SSR	The SSR property returns the sum of squared residuals of source data deviations from model data.
	VE	The VE property returns error variance.