TsStatisticsType

Description

The TsStatisticsType enumeration is used to determine a summary statistics in use.

It is used by the following properties:

Available Values

Value	Brief description
1	Sum. Sum.
2	Average. Average.
3	Min. Minimum.
4	Max. Maximum.
5	Count. Number of values.
6	NonEmptyCount. Number of non-empty values.
7	EmptyCount. Number of empty values.
8	Mode. Mode.
9	Median. Median.
10	Disp. Variance.
11	StdDev. Standard deviation.
12	Skew. Skewness.
13	Kurt. Kurtosis.
14	Range. Range.
15	VarC. Variation coefficient.
16	SQ. Sum of squares.
17	AutoCorrelation1. First-order autocorrelation.
18	HighDecile. Upper decile.
19	HighQuartile. Upper quartile.
20	LowQuartile. Lower quartile.
21	LowDecile. Lower decile.
22	NumbersCount. Numbers count.
23	R2. Determination coefficient.
24	AdjR2. Adjusted determination coefficient.
25	R2_2. Determination coefficient (uncentered).
26	AdjR2_2. Adjusted determination coefficient (uncentered).
27	Fstat. Fisher statistic.
28	ProbFstat. Fisher statistic probability.
29	LogL. Log-likelihood function.
30	AIC. Akaike information criterion.
31	SC. Schwarz information criterion.
32	SE. Standard error.
33	Jstat. J statistic.
34	ProbJstat. J statistic probability.
35	DW. Durbin-Watson statistic.
36	DWLowerBound. Lower limit probability.
37	DWUpperBound. Upper limit probability.
38	HQcriterion. HQ criterion.
39	AvgLogL. Mean of log-likelihood function.
40	McFaddenRsquared. McFadden determination coefficient.
41	RestrLogL. Restricted log-likelihood function.
42	LRstatistic. LR statistic.
43	LRprobability. p-value of probability for the LR statistic.
44	ME. Mean error.
45	MAE. Mean absolute error.
46	MSE. Mean squared error.
47	SqMSE. Root mean squared error.
48	VE. Residual variance.
49	SEE. Standard deviation of residuals.
50	JBStat. Jarque-Bera statistic.
51	SSR. Sum of squared residuals.
52	NumOfIter. The number of iterations after which the method has converged.
53	ObservationsCount. Number of observations.
54	AveDev. Absolute deviation.
55	InterquartileRange. Interquartile range (90%).
56	AutoCorrelation2. Second-order autocorrelation.
57	DistinctCount. Number of unique values.
58	Fstat_2. Fisher statistic (uncentered).
59	ProbFstat_2. Fisher statistic probability (uncentered).
60	ProbJBStat. Jarque-Bera statistic probability.
61	MaxAE. Maximum absolute error.
62	MD. Mean of dependent variable.
63	SD. Standard deviation of dependent variable.

Comments

Mathematical description of summary statistics is given in the Library of Methods and Models section.