ISmErrorCorrectionModel.CointegralEquationsTstat

Syntax

CointegralEquationsTstat: ISlSeries;

Description

The CointegralEquationsTstat property returns t-statistics of coefficients of cointegration equations.

Comments

To get standard errors of cointegration equations, use the ISmErrorCorrectionModel.CointegralEquationsSE property.

Example

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

See also:

ISmErrorCorrectionModel