ISmKwiatkowskiPhillipsSchmidtShinTest.ModelCoefficients

Syntax

ModelCoefficients: ICoefficients;

Description

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

Comments

Submodel coefficients are coefficients of the factors and value of the constant.

Example

The property use is given in the example for ISmKwiatkowskiPhillipsSchmidtShinTest.KPSSStat.

See also:

ISmKwiatkowskiPhillipsSchmidtShinTest