ISmElliotRothenbergStockTest

Assembly: Stat;

Description

The ISmElliotRothenbergStockTest interface  is used to work with parameters of the Elliot-Rothenberg-Stock test (point optimal).

Inheritance Hierarchy

          IStatMethod

          ISmElliotRothenbergStockTest

Comments

The test returns statistics of the Elliot-Rothenberg-Stock test.

Properties

  Property name Brief description
AutoRegressionOrder

The AutoRegressionOrder property determines lag.
Equation

The Equation property determines type of the model analyzed in the test.
ERSStat

The ERSStat property returns value of the statistics of the Elliot-Rothenberg-Stock test.
F0

The F0 property determines the value of adjusted residuals variance.
F0SpectrumEstimation

The F0SpectrumEstimation property determines the method of calculation of adjusted residuals variance.
MissingData

The MissingData property returns missing data treatment method.
ModelPeriod

The ModelPeriod property returns sample period parameters.
Serie

The Serie property returns a tested series.
TestedSeries

The TestedSeries property determines a source data series.

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