SmNgPerronTest

Assembly: Stat;

Description

The ISmNgPerronTest class is used to work with parameters of the Ng-Perron test.

Comments

The test returns the Elliot-Rothenberg-Stock test statistics, the Bhargava modified statistics and the Phillips-Perron modified statistics.

Properties inherited from ISmNgPerronTest

  Property name Brief description
AutoRegressionOrder

The AutoRegressionOrder property determines lag.
Equation

The Equation property determines type of the model analyzed in the test.
F0

The F0 property returns the value of adjusted residuals variance.
F0SpectrumEstimation

The F0SpectrumEstimation property determines the method of calculation of adjusted residuals variance.
MissingData

The MissingData property returns missing data treatment method.
ModelPeriod

The ModelPeriod property returns sample period parameters.
MPTStat

The MPTStat property returns the value of the Elliott-Rothenberg-Stock modified statistics MPdt.

MSBStat

The MSBStat property returns the value of the Bhargava modified statistics MSBd.

MZaStat

The MZaStat property returns the value of the Phillips-Perron modified statistics MZdα.

MZtStat

The MZtStat property returns the value of the Phillips-Perron modified statistics MZdt.

Serie

The Serie property returns the tested series.
TestedSeries

The TestedSeries property determines the type of tested series.

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