Assembly: Stat;
The ISmCointegratingRegression interface is used to work with cointegration regression.
ISmCointegratingRegression
Property name | Brief description | |
AdditionalRegressors | The AdditionalRegressors property returns additional regressors. | |
CointegratingCoefficients | The CointegratingCoefficients property returns estimates of cointegration coefficients of model and their characteristics. | |
CointegratingRegressors | The CointegratingRegressors property returns cointegration regressors. | |
CovarianceMatrix | The CovarianceMatrix property returns covariance matrix values. | |
DeterministicCoefficients | The DeterministicCoefficients property returns estimates of deterministic coefficients of model and their characteristics. | |
DeterministicRegressors | The DeterministicRegressors property returns deterministic regressors. | |
EstimationMethod | The EstimationMethod property determines estimation method. | |
Explained | The Explained property returns the source series. | |
Fitted | The Fitted property returns a modeling series. | |
Forecast | The Forecast property returns forecast series parameters. | |
LagLeadMethod | The LagLeadMethod property determines the type of cointegration regression estimation by means of the DOLS method. | |
Lags | The Lags property determines the number of lags for the DOLS method. | |
Leads | The Leads property determines the number of leads for the DOLS method. | |
MissingData | The MissingData property returns missing data treatment parameters. | |
ModelPeriod | The ModelPeriod property returns sample period parameters. | |
Residuals | The Residuals property returns a residual series. | |
SummaryStatistics | The SummaryStatistics property returns descriptive statistics of a model. | |
TrendSpecification | The TrendSpecification property determines specifications of the main and additional trends. | |
UseDifferencedData | The UseDifferencedData property determines whether to use finite differences. |
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: