SmDickeyFullerGLSTest

Assembly: Stat;

Description

The SmDickeyFullerGLSTest class is used to work with parameters of the Dickey-Fuller generalized test.

Comments

The generalized test returns the Dickey-Fuller statistics.

Properties inherited from ISmDickeyFullerGLSTest

	Property name	Brief description
	AutomaticAROrderSelectionSettings	The AutomaticAROrderSelectionSettings property determines lag autoselection parameters.
	AutoRegressionOrder	The AutoRegressionOrder property determines lag.
	DFGLSStat	The DFGLSStat property returns value of the statistics of Dickey-Fuller generalized test.
	Equation	The Equation property determines type of the model analyzed in the test.
	MissingData	The MissingData property returns missing data treatment method.
	ModelCoefficients	The ModelCoefficients property returns estimates of auxiliary regression coefficients and their characteristics.
	ModelPeriod	The ModelPeriod property returns sample period parameters.
	Serie	The Serie property returns a tested series.
	SummaryStatistics	The SummaryStatistics property returns descriptive characteristics of auxiliary regression.
	TestedSeries	The TestedSeries property determines the type of tested series.
	UseAutomaticAROrderSelection	The UseAutomaticAROrderSelection property determines whether lag autoselection should be used.

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