ISmNgPerronTest

The ISmNgPerronTest interface is used to work with parameters of the Ng-Perron test.

Inheritance Hierarchy

Comments

The test returns the Elliot-Rothenberg-Stock test statistics, the modified Bhargava statistics and the modified Phillips-Perron 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 of calculation of adjusted residuals variance.
	MissingData	The MissingData property returns missing data treatment method.
	ModelPeriod	The ModelPeriod property returns sample period parameters.
	MPTStat	The MPTStat property returns the value of the Elliott-Rothenberg-Stock modified statistics MPdt.
	MSBStat	The MSBStat property returns the value of the Bhargava modified statistics MSBd.
	MZaStat	The MZaStat property returns the value of the Phillips-Perron modified statistics MZdα.
	MZtStat	The MZtStat property returns the value of the Phillips-Perron modified statistics MZdt.
	Serie	The Serie property returns the tested series.
	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.

	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