IMsDFTestSettings

The IMsDFTestSettings interface is used to set up parameters of calculation of the augmented Dickey-Fuller test.

Inheritance Hierarchy

Comments

The augmented Dickey-Fuller test is the tool for checking the stationarity of the time series.

To get parameters of test calculation, cast the value returned by the IMsVariableTest.Settings property to the IMsDFTestSettings interface.

Properties

Properties inherited from IMsVariableTestSettings

	Property name	Brief description
	EndDate	The EndDate property determines the end point of calculation.
	IncludedSources	The IncludedSources property returns the collection of variables, for which the descriptive statistic is calculated.
	MissingData	The MissingData property returns missing data treatment parameters.
	StartDate	The StartDate property determines the start point of calculation.
	SupportsR	The SupportsR property determines whether descriptive statistic can be calculated by means of R.
	UseR	The UseR property determines whether R connection is used on descriptive statistic calculation.

	Property name	Brief description
	AutoRegressionOrder	The AutoRegressionOrder property determines autoregression order.
	EquationType	The EquationType property determines the type of the model that is used to calculate the test.
	TestedSeries	The TestedSeries property determines a method of series differentiation.

Description