ISmCointegratingRegression.Lags

Syntax

Lags: Integer;

Description

The Lags property determines the number of lags for the DOLS method.

Comments

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.

Example

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

See also:

ISmCointegratingRegression