ISmEngleGrangerTest.CointegratingRegressors

Syntax

CointegratingRegressors: ISlSeries;

Description

The CointegratingRegressors property returns cointegration regressors.

Comments

To get deterministic regressors, use the ISmEngleGrangerTest.DeterministicRegressors property.

Example

The property use is given in the example for ISmEngleGrangerTest.AutomaticAROrderSelectionSettings.

See also:

ISmEngleGrangerTest