IJohansenTestEquation

Description

The IJohansenTestEquation interface defines the parameters of the Johansen test equation (endogenous variable).

Properties

  Property name Brief description
AutoRegressionOrder

The AutoRegressionOrder property sets autoregresion orders.
ExogenousVariables

The ExogenousVariables property determines exogenous variables.
Report

The Report property returns results of Johansen test calculation.
Serie

The Serie property determines parameters of endogenous variable (equation).

See also:

Stat Assembly Interfaces