ISmCointegratingRegression.CointegratingCoefficients

Syntax

CointegratingCoefficients: ICoefficients;

Description

The CointegratingCoefficients property returns estimates of cointegration coefficients. of model and their characteristics.

Comments

To get deterministic regressors of model, use the ISmCointegratingRegression.DeterministicCoefficients property.

Example

The property use is given in the example for ISmCointegratingRegression.AdditionalRegressors.

See also:

ISmCointegratingRegression