ISlEquation.AutoRegressionOrder

Syntax

AutoRegressionOrder: Array;

Description

The AutoRegressionOrder property sets autoregresion orders.

Comments

For a vector autoregression the value of this property is ignored, if both ISmVectorAutoRegress.ImpulseAROrder and ISmVectorAutoRegress.ImpulsePeriod properties are defined, the model is calculated with the autoregression having the order 1, 2, 3, … ImpulseAROrder. Also the matrix of impulse response function values ISlEquation.ImpulseMatrix is computed.

Example

The property use is given in the example for ISlEquation.Fitted.

See also:

ISlEquation