The SmGrangerTest class implements the Granger test algorithm. Granger test is used to test cause-effect relationships of time series.
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ConfidenceLevel | The ConfidenceLevel property sets confidence level. |
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Data | The Data property determines the source data matrix. |
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Lag | The Lag property sets lag. |
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MissingData | The MissingData property determines missing data treatment method. |
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PValueMatrix | The PValueMatrix property returns probability matrix. |
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ResValueMatrix | The ResValueMatrix property returns matrix of results on presence or absence of Granger conditionality. |
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TStatMatrix | The TStatMatrix property returns Fisher statistics matrix. |
| Property name | Brief description | |
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DisplayName | The DisplayName property returns the displayed method name. |
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ErrorByStatus | The ErrorByStatus property returns an error message by the error number. |
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Errors | The Errors property returns a message with all the errors and warnings. |
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Name | The Name property returns the internal method name. |
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PerformanceTime | The PerformanceTime property returns method execution time. |
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Status | The Status property returns the method execution status. |
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SupportsR | The SupportsR property returns whether statistical method can be calculated via R package. |
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UseR | The UseR property determines whether statistical method is calculated via the R package. |
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WarningByStatus | The WarningByStatus property returns a warning text by its number. |
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Warnings | The Warnings property returns the warnings that occurred on method calculation. |
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WarningsCount | The WarningsCount property returns the number of warnings that occurred on method calculation. |
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WarningsNumbers | The WarningsNumbers property returns numbers of the warnings that occurred on method calculation. |
| Method Name | Brief description | |
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Clone | The Clone method clones a statistical method object. |
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Execute | The Execute method executes a statistical method. |
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LoadFromXML | The LoadFromXML method loads statistical method settings from XML code. |
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SaveToXML | The SaveToXML method unloads statistical method settings to XML code. |
See also: