Assembly: Stat;
The ISmNgPerronTest class is used to work with parameters of the Ng-Perron test.
The test returns the Elliot-Rothenberg-Stock test statistics, the Bhargava modified statistics and the Phillips-Perron modified statistics.
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. |
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MSBStat | The MSBStat property returns the value of the Bhargava modified statistics MSBd. |
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MZaStat | The MZaStat property returns the value of the Phillips-Perron modified statistics MZdα. |
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MZtStat | The MZtStat property returns the value of the Phillips-Perron modified statistics MZdt. |
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Serie | The Serie property returns the tested series. | |
TestedSeries | The TestedSeries property determines the type of tested series. |
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. |
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: