SmLongRunCovariance

Assembly: Stat;

Description

The SmLongRunCovariance class is used to work with long-run covariance.

Properties inherited from ISmLongRunCovariance

  Property name Brief description
BandwidthValue The BandwidthValue property determines kernel bandwidth value.
CovarianceMatrix The CovarianceMatrix property returns values of long-run covariance matrix.
DFAdjustment The DFAdjustment property determines whether to take into account the number of degrees of freedom.
DFNumber The DFNumber property determines the number of degrees of freedom.
KernelVector The KernelVector property determines kernel vector.
LRCBandwidthMethod The LRCBandwidthMethod property determines the method of calculating kernel bandwidth value.
LRCKernel The LRCKernel property determines a kernel type.
LRCLagSpecification The LRCLagSpecification property determines lag specification.
LRCWindow The LRCWindow property determines a window type.
MissingData The MissingData property returns missing data treatment parameters.
ModelPeriod The ModelPeriod property returns sample period parameters.
NumberOfLags The NumberOfLags property determines the number of lags.
Regressors The Regressors property returns input series.
RemoveMeans The RemoveMeans property determines whether to normalize data.

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