The ECMType enumeration is used to determine the type of error correction model.
It is used by the following properties and methods:
| Value | Brief description | |
|
0 | NoTrendNoIntercept. A model that has neither trend nor constant in cointegration equation and autoregression. |
|
1 | NoTrendIntercept. A model with a constant in cointegration equation and without a trend in autoregression. |
|
2 | TrendIntercept. A model with a constant in cointegration equation and autoregression. |
|
3 | TrendTrend. A model with linear trend and a constant in cointegration equation, without a trend in autoregression, and with linear trend in data. |
|
4 | QTrendTrend. A model with a trend and a constant in autoregression and cointegration equation, and with quadratic trend in data. |
See also: