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