ISmEngleGrangerTest.ZStat

Syntax

ZStat: ISpecificationTestStatistic;

Description

The ZStat property returns value of z-statistics of the Engle-Granger test.

Comments

To get value of the t-statistics of the Engle-Granger test, use the ISmEngleGrangerTest.TauStat property.

Example

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

See also:

ISmEngleGrangerTest