ISmCointegratingRegression.DeterministicCoefficients

Syntax

DeterministicCoefficients: ICoefficients;

Description

The DeterministicCoefficients property returns estimates of deterministic coefficients of model and their characteristics.

Comments

To get cointegration coefficients of the model, use the ISmCointegratingRegression.CointegratingCoefficients property.

Example

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

See also:

ISmCointegratingRegression