ISmCointegratingRegression.Leads

Syntax

Leads: Integer;

Description

The Leads property determines the number of leads 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 leads must be greater or equal to zero.

Example

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

See also:

ISmCointegratingRegression