LRCKernelType

Description

The LRCKernelType enumeration is used to determine kernel specification in long-run covariance

It is used by the following property:

Available Values

  Value Brief description
0 None. No kernel specification.
1 Bartlett. The Bartlett kernel.
2 Bohman. Bohman kernel.
3 Daniell. Daniell kernel.
4 Parzen. The Parzen kernel.
5 ParzenRiesz. Parzen-Riesz kernel.
6 ParzenGeometric. Parzen geometric kernel.
7 BohmanCauchy. Bohman-Cauchy kernel.
8 QuadraticSpectral. Quadratic spectral kernel.
9 TruncatedUniform. Uniformly truncated kernel.
10 TukeyHamming. Tukey-Hamming kernel.
11 TukeyHanning. Tukey-Hanning kernel.
12 TukeyParzen. Parzen-Tukey kernel.
13 UserSpecified. Custom kernel specification.

See also:

Stat Assembly Enumerations