ISmJohansenTest

The ISmJohansenTest interface defines parameters of Johansen test, which is a method for checking time series cointegration.

Inheritance Hierarchy

Comments

The Johansen test is a method for checking time series cointegration. This test can be applied only if all checked series are equally integrated.

Properties

	Property name	Brief description
	CointegralEquations	The CointegralEquations property returns cointegration equations.
	Equations	The Equations property determines parameters of equation (of endogenous variables) collection.
	MissingData	The MissingData property determines missing data treatment method.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	ModelType	The ModelType property determines error correction model type.

Properties inherited from IStatMethod

	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.

Methods inherited from IStatMethod

	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.

Description