Assembly: Stat;
The ISmRollingRegression class is used to work with parameters of moving regression.
The rolling regression method enables the user to construct routes of coefficient estimates including their confidence bounds, and to check the hypothesis of constancy of regression equation coefficients.
Property name | Brief description | |
CoefficientsMatrix | The CoefficientsMatrix poperty returns matrix of coefficient estimates. | |
Explained | The Explained property returns an explained series. | |
Explanatories | The Explanatories property returns explanatory series. | |
Intercept | The Intercept property returns estimate of the regression constant and its characteristics. | |
MissingData | The MissingData property returns missing data treatment method. | |
ModelPeriod | The ModelPeriod property returns sample period parameters. | |
PValueMatrix | The PValueMatrix property returns probability matrix for the t-statistics matrix. | |
RollingForecast | The RollingForecast property returns forecasting series values. | |
RollingStep | The RollingStep property determines the step of window shift. | |
StandartErrorMatrix | The StandartErrorMatrix property returns the standard error matrix for coefficients. | |
TStatisticMatrix | The TStatisticsMatrix property returns the t-statistics matrix. | |
Window | The Window property determines the width of the window of rolling regression. |
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: