IAutomaticLagSelectionSettings.MaxLagLength

Syntax

MaxLagLength: Integer;

Description

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

Comments

To determine a type of information criterion, used to autoselect lag, use the IAutomaticLagSelectionSettings.InformationCriterion property.

Example

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

See also:

IAutomaticLagSelectionSettings