ISmBreuschPaganTest.AdditionalExplanatories

Syntax

AdditionalExplanatories: ISlSeries;

Description

The AdditionalExplanatories property returns explanatory series for auxiliary regression.

Comments

Use the series that correlate with explained series, but do not correlate with each other, as explanatory series of auxiliary regression.

Example

The property use is given in the example for ISmBreuschPaganTest.BPTest.

See also:

ISmBreuschPaganTest