ISmCointegrationEq.LongTermExogenious

Syntax

LongTermExogenious: Array;

Description

The LongTermExogenious property determines an array of indexes of exogenous variables included into a group of variables with long-term cointegration links.

Comments

If the exogenous variable is not included into the group of long-term (ISmCointegrationEq.LongTermExogenious) or short-term (ISmCointegrationEq.CommonExogenious) cointegration links, it is excluded from the model calculation.

Example

The property use is given in the example for ISmCointegrationEq.CommonExogenious.