Assembly: Stat;
The ISmErrorCorrectionModel interface defines the parameters of the error correction model (ECM).
ISmErrorCorrectionModel
Each of the error correction model equations is an unbound multiple regression equation and a linear combination of endogenous variables that is called correction component. Therefore the unknown values are estimated with the least squares method for each equation separately. Summary statistics of regression equations and coefficient summary statistics are calculated in a usual way.
Property name | Brief description | |
CointegralCount | The CointegralCount property determines the number of cointegration links. | |
CointegralEquations | The CointegralCoefficients property returns values of coefficients of cointegration equations. | |
CointegralEquationsSE | The CointegralEquationsSE property returns standard errors of cointegration equations. | |
CointegralEquationsTstat | The CointegralEquationsTstat property returns t-statistics of coefficients of cointegration equations. | |
Equations | The Equations property determines equation collection parameters. | |
MissingData | The MissingData property determines missing data treatment parameters. | |
ModelPeriod | The ModelPeriod property determines the sample period. | |
ModelType | The ModelType property determines model type. | |
VARStatistics | The VARStatistics property returns vector autoregression statistics. |
Property name | Brief description | |
DisplayName | The DisplayName property returns the displayed method name. | |
ErrorByStatus | The ErrorByStatus property returns an error message by the error number. | |
Errors | The Errors property returns a message with all the errors and warnings. | |
Name | The Name property returns the internal method name. | |
PerformanceTime | The PerformanceTime property returns method execution time. | |
Status | The Status property returns the method execution status. | |
SupportsR | The SupportsR property returns whether statistical method can be calculated via R package. | |
UseR | The UseR property determines whether statistical method is calculated via the R package. | |
WarningByStatus | The WarningByStatus property returns a warning text by its number. | |
Warnings | The Warnings property returns the warnings that occurred on method calculation. | |
WarningsCount | The WarningsCount property returns the number of warnings that occurred on method calculation. | |
WarningsNumbers | The WarningsNumbers property returns numbers of the warnings that occurred on method calculation. |
Method Name | Brief description | |
Clone | The Clone method clones a statistical method object. | |
Execute | The Execute method executes a statistical method. | |
LoadFromXML | The LoadFromXML method loads statistical method settings from XML code. | |
SaveToXML | The SaveToXML method unloads statistical method settings to XML code. |
See also:
Stat Assembly Interfaces | Error correction model | Vector Error Correction Model