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