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