SmCointegrationEq

Description

The SmCointegrationEq class implements algorithm of error correction method.

Properties inherited from ISmCointegrationEq

  Property name Brief description
CointegralEquation The CointegralEquation property returns parameters of cointegration equation coefficients.
CommonExogenious The CommonExogenious property determines an array of indexes of exogenous variables included into a group of variables with short-term cointegration links.
Equation The Equation property returns method equation parameters.
LongTermExogenious The LongTermExogenious property determines an array of indexes of exogenous variables included into a group of variables with long-term cointegration links.
MissingData The MissingData property returns parameters of missing data treatment in the explained series.
ModelType The ModelType property determines error correction model type.
Period ThePeriod property returns model identification period parameters.
SerieAROrder The SerieAROrder property determines the order of exogenous variable autoregression.
VARStatistics The VARStatistics property returns values of vector autoregression statistics calculated for a model.

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

  Method Name Brief description
ParseSerieAROrder

The ParseSerieAROrder method parses the string view of endogenous variable autoregression order.

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