ISmJohansenTest.ModelType

Syntax

ModelType: ECMType;

Description

The ModelType property determines error correction model type.

Comments

By default, the property is set to ECMType.NoTrendNoIntercept, that is, the type is Without Trend or Constant in Cointegration Equation and Autoregression.

Example

The property use is given in the example for ISmJohansenTest.MissingData.

See also:

ISmJohansenTest