Assembly: Stat;
The ISmCointegrationEq interface defines the parameters of the error correction method.
ISmCointegrationEq
Error correction model allows for the following model types:
Without trend in autoregression, without constant in cointegration equation.
Without trend in autoregression, with constant in cointegration equation.
With constant in autoregression and in cointegration equation (trend in source data).
Property name | Brief description | |
CointegralEquation | The CointegralEquation property returns parameters of cointegration equation coefficients. | |
CommonExogenious | The CommonExogenious property determines an array of indexes of exogenous variables included into a group of variables with short-term cointegration links. | |
Equation | The Equation property returns method equation parameters. | |
LongTermExogenious | The LongTermExogenious property determines an array of indexes of exogenous variables included into a group of variables with long-term cointegration links. | |
MissingData | The MissingData property returns parameters of missing data treatment in the explained series. | |
ModelType | The ModelType property determines error correction model type. | |
Period | ThePeriod property returns model identification period parameters. | |
SerieAROrder | The SerieAROrder property determines the order of exogenous variable autoregression. | |
VARStatistics | The VARStatistics property returns values of vector autoregression statistics calculated for a model. |
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 | |
ParseSerieAROrder | The ParseSerieAROrder method parses the string view of endogenous variable autoregression order. |
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: