ISmCointegrationEq.SerieAROrder

Syntax

SerieAROrder: Array;

Description

The SerieAROrder property determines the order of exogenous variables' autoregression.

Comments

Autoregression coefficients are set as an array of integers. The number of array element determines the order, and elements values determine lag for autoregression coefficients.

Example

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