IMsWhiteHeteroskedasticityTestSettings

Assembly: Ms;

Description

The IMsWhiteHeteroskedasticityTestSettings interface is used to work with parameters of the White diagnostic test for heteroscedasticity.

Inheritance Hierarchy

IMsDiagnosticTestSettings

IMsWhiteHeteroskedasticityTestSettings

Comments

The White test for heteroscedasticity checks heteroscedasticity of residuals of linear regression model. To work with parameters of this test, cast the value returned by the IMsDiagnosticTest.Settings property to the IMsWhiteHeteroskedasticityTestSettings interface.

Properties

	Property name	Brief description
	CrossProduct	The CrossProduct property determines whether cross products should be included.

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.