Assembly: Stat;
The IHACOptions interface is used to set up long-run covariance options.
IHACOptions
By default, LRCLagSpecification is not set, LRCKernel = LRCKernelType.Bartlett.
Property name | Brief description | |
BandwidthValue | The BandwidthValue property determines value of kernel bandwidth. | |
KernelVector | The KernelVector property determines kernel vector. | |
LRCBandwidthMethod | The LRCBandwidthMethod property determines the method of calculating kernel bandwidth value. | |
LRCKernel | The LRCKernel property determines a kernel type. | |
LRCLagSpecification | The LRCLagSpecification property determines lag specification. | |
NumberOfLags | The NumberOfLags property determines the number of lags. |
See also: