SmLinearRegress

Description

The SmLinearRegress class implements algorithm of linear regression method.

Properties inherited from ISmLinearRegress

  Property name Brief description

ARMA

The ARMA property returns autoregression and moving average parameters.

AutoSelection

The AutoSelection property determines regressor autoselection parameters.

CovarianceMatrix

The CovarianceMatrix property returns covariance matrix values.

Explained

The Explained property determines an explained series.

Explanatories

The Explanatories property determines explanatory series.

Fitted

The Fitted property returns a modeling series.

Forecast

The Forecast property returns parameters of forecasting series.

GDLTerms

The GDLTerms property determines parameters for estimation of Koyck distributed lags.

GLSMatrix

The GLSMatrix property determines a covariance matrix for generalized least squares method.

LSType

The LSType property determines the type of least squares method.

MissingData

The MissingData property determines missing data treatment parameters.

ModelCoefficients

The ModelCoefficients property returns parameters of model coefficients.

ModelPeriod

The ModelPeriod property determines sample period parameters.

PDLTermCollection

The PDLTermCollection property returns a collection of lag variables.

Residuals

The Residuals property returns a residual series.

SummaryStatistics

The SummaryStatistics property returns summary statistics.

UseGDLTerms

The UseGDLTerms property determines whether Koyck distributed lags should be used to estimate linear regression.

UseWeights

The UseWeights property determines whether to use the specified weights.

WeightedSummaryStatistics

The WeightedSummaryStatistics property returns weighted descriptive statistics of a model.

WeightsScaling

The WeightsScaling property determines method of weight scaling.

WeightsType

The WeightsType property determines the weights type.

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 | Linear Regression | Distributed Lag Model | ARIMA