IMsCointegrationEquationTransform

Assembly: Ms;

Description

The IMsCointegrationEquationTransform interface contains properties and methods that determine parameters of the Error Correction Model method.

Inheritance Hierarchy

          IMsMethod

          IMsStochasticMethod

          IMsCointegrationEquationTransform

Properties

  Property name Brief description
ConfidenceLevel The ConfidenceLevel property determines the confidence limit significance of a forecasting series.
EndogenousAutoRegressionOrder The EndogenousAutoRegressionOrder property determines autoregression order for endogenous variable.
ExogenousAutoRegressionOrder The ExogenousAutoRegressionOrder property determines autoregression order for exogenous variable.
MissingData The MissingData property determines parameters of missing data treatment in explained series.

ModelType

 The ModelType property determines an error correction model type.
Operands The Operands property returns the collection of terms corresponding to exogenous variables.
OperandType The OperandType property determines a group of cointegration links, which includes an exogenous variable.
Result The Result property returns the term corresponding to output variable.

Properties inherited from IMsMethod

  Property name Brief description
CalculateSeries The CalculateSeries property returns results of model calculation.
InversionInfo The InversionInfo property returns parameters of initial transformation applied to variable.
ObservationsCount The ObservationsCount property returns the number of model observations.
PeriodAlignment The PeriodAlignment property returns type of model calculation relative to period.
Series The Series property returns a set of available series used by current method in calculations.
StatMethod The StatMethod property returns information on statistical method used for model calculation.
Summary The Summary property returns summary statistics calculated for model.
SupportsR The SupportsR property determines whether calculation by R is enabled.
Type The Type property returns type of method used for model calculation.
UseR The UseR property determines whether connection to R is used on method calculation.

Methods inherited from IMsStochasticMethod

  Method name Brief description

Identify

 The Identify method identifies model equation coefficients.

Methods inherited from IMsMethod

  Method name Brief description
Execute The Execute method calculates model and returns calculation results.

See also:

Ms Assembly Interfaces