ISmEngleGrangerTest.SummaryStatistics

Syntax

SummaryStatistics: ISummaryStatistics;

Description

The SummaryStatistics property returns descriptive characteristics of auxiliary regression.

Comments

Descriptive statistics are calculated using general formulas.

Example

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

See also:

ISmEngleGrangerTest