Assembly: Stat;
The ISmChowTest interface determines parameters of the Chow test for the presence of structural changes.
ISmChowTest
The Chow test is used to check regression homogeneity of two data samples.
Property name | Brief description | |
ARMA | The ARMA property determines autoregression and moving average parameters. | |
ChiTest | The ChiTest property returns chi-square statistics values. | |
ChowTestResult | The ChowTestResult property returns whether the null hypothesis about absence of structural changes is accepted. | |
ConfidenceLevel | The ConfidenceLevel property determines the significance level, at which the hypothesis is rejected. | |
Explained | The Explained property determines an explained series. | |
Explanatories | The Explanatories property determines explanatory series. | |
FTest | The FTest property returns Fisher statistics values. | |
GroupSeparator | The GroupSeparator property determines observation groups. | |
Intercept | The Intercept property determines parameters of a constant. | |
LR | The LR property returns the common linear regression equation for both groups. | |
LR0 | The LR0 property returns the linear regression equation for the first group. | |
LR1 | The LR1 property returns the linear regression equation for the second group. | |
MissingData | The MissingData property determines missing data treatment method. | |
ModelPeriod | The ModelPeriod property determines sample period parameters. | |
TestType | The TestType property determines the test type. |
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: