IMsSerialCorellationLMTestSettings

Assembly: Ms;

Description

The IMsSerialCorellationLMTestSettings interface is used to work with parameters of the Godfrey Criterion of Residual Autocorrelation diagnostic test.

Inheritance Hierarchy

IMsDiagnosticTestSettings

IMsSerialCorellationLMTestSettings

Comments

The Godfrey Criterion of Residual Autocorrelation is a test of residuals of linear regression model for autocorrelation. To work with parameters of this test, cast the value returned by the IMsDiagnosticTest.Settings property to the IMsSerialCorellationLMTestSettings interface.

Properties

	Property name	Brief description
	LMOrder	The LMOrder property returns autoregression order.

Properties inherited from IMsDiagnosticTestSettings

	Property name	Brief description
	ConfidenceLevel	The ConfidenceLevel property determines the significance level, on which the hypothesis is rejected.
	IncludedExplanatories	The IncludedExplanatories property determines indexes of explanatory series.
	SupportsR	The SupportsR property determines whether diagnostic test can be calculated by R.
	UseR	The UseR property determines whether connection to R is used on diagnostic test calculation.

Methods inherited from IMsDiagnosticTestSettings

	Method name	Brief description
	RefreshIncluded	The RefreshIncluded method refreshes indexes of explanatory series.