SmCointegratingRegression

Assembly: Stat;

Description

The SmCointegratingRegression class is used to work with cointegration regression.

Properties inherited from ISmCointegratingRegression

  Property name Brief description
AdditionalRegressors The AdditionalRegressors property returns additional regressors.
CointegratingCoefficients The CointegratingCoefficients property returns estimates of cointegration coefficients of model and their characteristics.
CointegratingRegressors The CointegratingRegressors property returns cointegration regressors.
CovarianceMatrix The CovarianceMatrix property returns covariance matrix values.
DeterministicCoefficients The DeterministicCoefficients property returns estimates of deterministic coefficients of model and their characteristics.
DeterministicRegressors The DeterministicRegressors property returns deterministic regressors.
EstimationMethod The EstimationMethod property determines estimation method.
Explained The Explained property returns the source series.
Fitted The Fitted property returns a modeling series.
Forecast The Forecast property returns forecast series parameters.
LagLeadMethod The LagLeadMethod property determines the type of cointegration regression estimation by means of the DOLS method.
Lags The Lags property determines the number of lags for the DOLS method.
Leads The Leads property determines the number of leads for the DOLS method.
MissingData The MissingData property returns missing data treatment parameters.
ModelPeriod The ModelPeriod property returns sample period parameters.
Residuals The Residuals property returns a residual series.
SummaryStatistics The SummaryStatistics property returns descriptive statistics of a model.
TrendSpecification The TrendSpecification property determines specifications of the main and additional trends.
UseDifferencedData The UseDifferencedData property determines whether to use finite differences.

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