The LRCLagSpecificationType enumeration is used to determine lag specification in the long-run covariance.
It is used by the following property:
| Value | Brief description | |
|
0 | None. No lag specification. |
|
1 | Fixed. Fixed lag. |
|
2 | AutoAIC. Autodetection by Akaike criterion. |
|
3 | AutoSchwarz. Autodetection by Schwarz criterion. |
|
4 | AutoHannanQuinn. Autodetection by Hannan-Quinn criterion. |
See also: