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