| |
Property name |
Brief description |
 |
CointegratingRegressors |
The CointegratingRegressors property returns cointegration regressors. |
|
DeterministicRegressors |
The DeterministicRegressors property returns deterministic regressors. |
|
Explained |
The Explained property returns the explained series. |
|
HACOptions |
The HACOptions property returns long-run covariance settings. |
|
MissingData |
The MissingData property returns the method of missing data treatment. |
|
ModelCoefficients |
The ModelCoefficients property returns estimates of model coefficients and their characteristics. |
|
ModelPeriod |
The ModelPeriod property returns sample period parameters. |
|
SummaryStatistics |
The SummaryStatistics property returns descriptive characteristics of auxiliary regression. |
|
TauStat |
The TauStat property returns value of t-statistics of the Philips-Ouliaris test. |
|
TrendSpecification |
The TrendSpecification property determines trend specification. |
|
ZStat |
The ZStat property returns value of z-statistics of the Philips-Ouliaris test. |