| |
Property name |
Brief description |
 |
AutomaticAROrderSelectionSettings |
The AutomaticAROrderSelectionSettings property returns lag autoselection parameters. |
|
AutoRegressionOrder |
The AutoRegressionOrder property determines autoregression order. |
|
CointegratingRegressors |
The CointegratingRegressors property returns cointegration regressors. |
|
DeterministicRegressors |
The DeterministicRegressors property returns deterministic regressors. |
|
DFAdjustment |
The DFAdjustment property determines whether to take into account the number of degrees of freedom. |
|
Explained |
The Explained property returns the explained series. |
|
MissingData |
The MissingData property returns the method of missing data treatment. |
|
ModelCoefficients |
The ModelCoefficients property returns estimates of model coefficients and their characteristics. |
|
ModelPeriod |
The ModelPeriod property returns sample period parameters. |
|
SummaryStatistics |
The SummaryStatistics property returns descriptive characteristics of auxiliary regression. |
|
TauStat |
The TauStat property returns value of t-statistics of the Engle-Granger test. |
|
TrendSpecification |
The TrendSpecification property determines trend specification. |
|
UseAutomaticAROrderSelection |
The UseAutomaticAROrderSelection property determines whether lag autoselection is to be used. |
|
ZStat |
The ZStat property returns value of z-statistics of the Engle-Granger test. |