SmChowTest

Description

The SmChowTest class implements algorithm of Chow test for the presence of structural changes.

Properties inherited from ISmChowTest

  Property name Brief description
ARMA

The ARMA property determines autoregression and moving average parameters.
ChiTest

The ChiTest property returns chi-square statistics values.
ChowTestResult

The ChowTestResult property returns whether the null hypothesis about absence of structural changes is accepted.
ConfidenceLevel

The ConfidenceLevel property determines the significance level, at which the hypothesis is rejected.
Explained

The Explained property determines an explained series.
Explanatories

The Explanatories property determines explanatory series.
FTest

The FTest property returns Fisher statistics values.
GroupSeparator

The GroupSeparator property determines observation groups.
Intercept

The Intercept property determines parameters of a constant.
LR

The LR property returns the common linear regression equation for both groups.
LR0

The LR0 property returns the linear regression equation for the first group.
LR1

The LR1 property returns the linear regression equation for the second group.
MissingData

The MissingData property determines missing data treatment method.
ModelPeriod

The ModelPeriod property determines sample period parameters.
TestType

The TestType property determines the test type.

Properties inherited from IStatMethod

  Property name Brief description
DisplayName The DisplayName property returns the displayed method name.
ErrorByStatus The ErrorByStatus property returns an error message by the error number.
Errors The Errors property returns a message with all the errors and warnings.
Name The Name property returns the internal method name.
PerformanceTime The PerformanceTime property returns method execution time.
Status The Status property returns the method execution status.
SupportsR The SupportsR property returns whether statistical method can be calculated via R package.
UseR The UseR property determines whether statistical method is calculated via the R package.
WarningByStatus The WarningByStatus property returns a warning text by its number.
Warnings The Warnings property returns the warnings that occurred on method calculation.
WarningsCount The WarningsCount property returns the number of warnings that occurred on method calculation.
WarningsNumbers The WarningsNumbers property returns numbers of the warnings that occurred on method calculation.

Methods inherited from IStatMethod

  Method Name Brief description
Clone The Clone method clones a statistical method object.
Execute The Execute method executes a statistical method.
LoadFromXML The LoadFromXML method loads statistical method settings from XML code.
SaveToXML The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Classes