ISmEngleGrangerTest.TrendSpecification

Syntax

TrendSpecification: TrendSpecificationType;

Description

The TrendSpecification property determines trend specification.

Comments

The property corresponds to the ISmCointegratingRegression.TrendSpecification property. The following enumeration elements are important for the Engle-Granger test: NoneNone, ConstNone, LinearNone and QuadraticNone.

Example

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

See also:

ISmEngleGrangerTest