IAutomaticLagSelectionSettings

Assembly: Stat;

Description

The IAutomaticLagSelectionSettings property is used to work with parameters of lag autoselection.

Inheritance Hierarchy

          IAutomaticLagSelectionSettings

Comments

Lag is autoselected using information criteria.

Properties

  Property name Brief description
InformationCriterion

 The InformationCriterion property determines a type of information criterion used to autoselect lag.
MaxLagLength

 The MaxLagLength property determines the maximum order of autoregression used to autoselect lag.

See also:

Stat Assembly Interfaces