IAutomaticLagSelectionSettings.InformationCriterion

Syntax

InformationCriterion: InformationCriterionType;

Description

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

Comments

To determine the maximum lag, used in autoselection, use the IAutomaticLagSelectionSettings.MaxLagLength property.

Example

The property use is given in the example for ISmDickeyFullerGLSTest.DFGLSStat.

See also:

IAutomaticLagSelectionSettings