SmSerialCorrelationLMTest

Description

The SmSerialCorrelationLMTest class implements algorithm of test for autocorrelation of linear regression model residuals.

Properties inherited from ISmSerialCorrelationLMTest

  Property name Brief description
ARMA

The ARMA property determines autoregression and moving average orders.
ChiTest

The ChiTest property returns LM-statistics values.
Explained

The Explained property determines an explained series.
Explanatories

The Explanatories property determines explanatory series.
Fitted

The Fitted property returns a modeling series.
FTest

The FTest property returns Fisher statistics values.
LMOrder

The LMOrder property determines a lag.
MissingData

The MissingData property determines missing data treatment method.
ModelCoefficients

The ModelCoefficients property returns parameters of model coefficients.
ModelPeriod

The ModelPeriod property determines sample period parameters.
Residuals

The Residuals property returns a residual series.
SummaryStatistics

The SummaryStatistics property returns summary statistics.

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