IHACOptions

Assembly: Stat;

Description

The IHACOptions interface is used to set up long-run covariance options.

Inheritance Hierarchy

          IHACOptions

Comments

By default, LRCLagSpecification is not set, LRCKernel = LRCKernelType.Bartlett.

Properties

  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:

Stat Assembly Interfaces