Ms > Ms Assembly Interfaces > IMsCointegrationEquationTransform
Assembly: Ms;
The IMsCointegrationEquationTransform interface contains properties and methods that determine parameters of the Error Correction Model method.
IMsCointegrationEquationTransform
| Property name | Brief description | |
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ConfidenceLevel | The ConfidenceLevel property determines the confidence limit significance of a forecasting series. |
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EndogenousAutoRegressionOrder | The EndogenousAutoRegressionOrder property determines autoregression order for endogenous variable. |
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ExogenousAutoRegressionOrder | The ExogenousAutoRegressionOrder property determines autoregression order for exogenous variable. |
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MissingData | The MissingData property determines parameters of missing data treatment in explained series. |
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The ModelType property determines an error correction model type. | |
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Operands | The Operands property returns the collection of terms corresponding to exogenous variables. |
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OperandType | The OperandType property determines a group of cointegration links, which includes an exogenous variable. |
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Result | The Result property returns the term corresponding to output variable. |
| Property name | Brief description | |
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CalculateSeries | The CalculateSeries property returns results of model calculation. |
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InversionInfo | The InversionInfo property returns parameters of initial transformation applied to variable. |
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ObservationsCount | The ObservationsCount property returns the number of model observations. |
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PeriodAlignment | The PeriodAlignment property returns type of model calculation relative to period. |
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Series | The Series property returns a set of available series used by current method in calculations. |
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StatMethod | The StatMethod property returns information on statistical method used for model calculation. |
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Summary | The Summary property returns summary statistics calculated for model. |
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SupportsR | The SupportsR property determines whether calculation by R is enabled. |
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Type | The Type property returns type of method used for model calculation. |
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UseR | The UseR property determines whether connection to R is used on method calculation. |
| Method name | Brief description | |
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The Identify method identifies model equation coefficients. |
| Method name | Brief description | |
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Execute | The Execute method calculates model and returns calculation results. |
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