ISmKwiatkowskiPhillipsSchmidtShinTest

Assembly: Stat;

Description

The ISmKwiatkowskiPhillipsSchmidtShinTest interface is used to work with parameters of the Kwiatkowski-Phillips-Schmidt-Shin test.

Inheritance Hierarchy

          IStatMethod

          ISmKwiatkowskiPhillipsSchmidtShinTest

Comments

The test returns the Kwiatkowski-Phillips-Schmidt-Shin statistics.

Properties

  Property name Brief description
AutoRegressionOrder

The AutoRegressionOrder property determines lag.
Equation

The Equation property determines type of the model analyzed in the test.
F0

The F0 property returns the value of adjusted residuals variance.
F0SpectrumEstimation

The F0SpectrumEstimation property determines the method for calculating adjusted residuals variance.
KPSSStat

The KPSSStat property returns the value of the Kwiatkowski-Phillips-Schmidt-Shin statistics.
MissingData

The MissingData property returns missing data treatment method.
ModelCoefficients

The ModelCoefficients property returns estimates of auxiliary regression coefficients and their characteristics.
ModelPeriod

The ModelPeriod property returns sample period parameters.
S0

The S0 property returns residuals variance value.
Serie

The Serie property returns a tested series.
SummaryStatistics

The SummaryStatistics property returns descriptive characteristics of auxiliary regression.
TestedSeries

The TestedSeries property determines the type of tested series.

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.

See also:

Stat Assembly Interfaces