IMsGrangerTestSettings

The IMsGrangerTestSettings interface is used to set up calculation options of the Granger test.

Inheritance Hierarchy

Comments

The Granger test is used to check the hypothesis about the cause-effect relation of time series.

To get calculation options of the test, cast the value returned by the IMsVariableTest.Settings property to the IMsGrangerTestSettings 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
	ConfidenceLevel	The ConfidenceLevel property determines the significance level, on which the hypothesis is rejected.
	Lag	The Lag property determines the value of the lag for tested variables.

Description