ISmCointegrationEq.VARStatistics

Syntax

VARStatistics: IVARStatistics;

Description

The VARStatistics property returns values of vector autoregression statistics calculated for a model.

Comments

To work with coefficient parameters at cointegration equation, use the ISmCointegrationEq.CointegralEquation property.

Example

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

See also:

ISmCointegrationEq