Assembly: Stat;
The ISmARCHTest interface is used to work with parameters of the ARCH test for heteroscedasticity.
ISmARCHTest
The test returns the value of the Fisher statistics and the Engle statistics.
Property name | Brief description | |
ARMA | The ARMA property returns autoregression and moving average parameters. | |
AutoRegressionOrder | The AutoRegressionOrder property determines lag. | |
Explained | The Explained property returns the explained series. | |
Explanatories | The Explanatories property returns explanatory series. | |
Fitted | The Fitted property returns a modeling series of auxiliary regression. | |
FStatistic | The FStatistics property returns Fisher statistics value. | |
MissingData | The MissingData property returns the method of missing data treatment. | |
ModelCoefficients | The ModelCoefficients property returns estimations of auxiliary regression coefficients and their characteristics. | |
ModelPeriod | The ModelPeriod property returns sample period parameters. | |
ObsR2 | The ObsR2 property returns Engle statistics value. | |
Residuals | The Residuals property returns a residual series of auxiliary regression. | |
SummaryStatistics | The SummaryStatistics property returns descriptive characteristics of auxiliary regression. |
Property name | Brief description | |
DisplayName | The DisplayName property returns the displayed method name. | |
ErrorByStatus | The ErrorByStatus property returns an error message by the error number. | |
Errors | The Errors property returns a message with all the errors and warnings. | |
Name | The Name property returns the internal method name. | |
PerformanceTime | The PerformanceTime property returns method execution time. | |
Status | The Status property returns the method execution status. | |
SupportsR | The SupportsR property returns whether statistical method can be calculated via R package. | |
UseR | The UseR property determines whether statistical method is calculated via the R package. | |
WarningByStatus | The WarningByStatus property returns a warning text by its number. | |
Warnings | The Warnings property returns the warnings that occurred on method calculation. | |
WarningsCount | The WarningsCount property returns the number of warnings that occurred on method calculation. | |
WarningsNumbers | The WarningsNumbers property returns numbers of the warnings that occurred on method calculation. |
Method Name | Brief description | |
Clone | The Clone method clones a statistical method object. | |
Execute | The Execute method executes a statistical method. | |
LoadFromXML | The LoadFromXML method loads statistical method settings from XML code. | |
SaveToXML | The SaveToXML method unloads statistical method settings to XML code. |
See also: