Lags: Integer;
The Lags property determines the number of lags for the DOLS method.
The DOLS method (dynamic method of least squares) can be set using the ISmCointegratingRegression.EstimationMethod = CREstimationMethodType.DOLS function.
The number of lags must be greater or equal to zero.
The property use is given in the example for ISmCointegratingRegression.Forecast.
See also: