ISmDickeyFullerGLSTest

Assembly: Stat;

Description

The ISmDickeyFullerGLSTest interface is used to work with parameters of the Dickey-Fuller generalized test.

Inheritance Hierarchy

          IStatMethod

          ISmDickeyFullerGLSTest

Comments

The test returns the Dickey-Fuller generalized test statistics.

Properties

  Property name Brief description
AutomaticAROrderSelectionSettings The AutomaticAROrderSelectionSettings property determines lag autoselection parameters.
AutoRegressionOrder The AutoRegressionOrder property determines lag.
DFGLSStat The DFGLSStat property returns value of the statistics of Dickey-Fuller generalized test.
Equation The Equation property determines type of the model analyzed in the test.
MissingData The MissingData property returns missing data treatment method.
ModelCoefficients The ModelCoefficients property returns estimates of auxiliary regression coefficients and their characteristics.
ModelPeriod The ModelPeriod property returns sample period parameters.
Serie The Serie property returns a tested series.
SummaryStatistics The SummaryStatistics property returns descriptive characteristics of auxiliary regression.
TestedSeries The TestedSeries property determines the type of tested series.
UseAutomaticAROrderSelection The UseAutomaticAROrderSelection property determines whether lag autoselection should be used.

Properties inherited from IStatMethod

  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.

Methods inherited from IStatMethod

  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:

Stat Assembly Interfaces