ISmErrorCorrectionModel.CointegralEquationsSE

Syntax

CointegralEquationsSE: ISlSeries;

Description

The CointegralEquationsSE property returns standard errors of cointegration equations.

Comments

To get t-statistic of cointegration equation coefficients, use the ISmErrorCorrectionModel.CointegralEquationsTstat property.

Example

The property use is given in the example for ISmErrorCorrectionModel.CointegralCount.

See also:

ISmErrorCorrectionModel