TauStat: ISpecificationTestStatistic;
The TauStat property returns value of t-statistics of the Engle-Granger test.
To get value of z-statistics of the Engle-Granger test, use the ISmEngleGrangerTest.ZStat property.
The property use is given in the example for ISmEngleGrangerTest.AutomaticAROrderSelectionSettings.
See also: