ISlPDLTerm

Assembly: Stat;

Description

The ISlPDLTerm interface is used to work with lag variable.

Inheritance Hierarchy

ISlPDLTerm

Comments

Lag variables are used to analyze correlation dependencies between series in time. For details see the Distributed Lags Model section in library of methods and models.

Properties

	Property name	Brief description
	BetaCoefficients	The BetaCoefficients property returns lag variable coefficients.
	EstimatesSum	The EstimatesSum property returns sum of lag variables coefficients.
	Explanatory	The Explanatory property returns lag variable.
	InitValues	The InitValues property determines initial approximations of lag variable.
	LagLengthK	The LagLengthK property determines length of variable lag.
	PDLConstraint	The PDLConstraint property determines summand cutoff method for lag variable.
	PolinomialDegreeP	The PolinomialDegreeP property returns degree of approximation polynomial for lag variable.
	StdErrSum	The StdErrSum property returns sum of lag variables' standard errors.
	TStatSum	The TStatSum property returns sum of lag variables' t-statistics.