Stat Assembly > Stat Assembly Interfaces > ISmNgPerronTest
Assembly: Stat;
The ISmNgPerronTest interface is used to work with parameters of the Ng-Perron test.
ISmNgPerronTest
The test returns the Elliot-Rothenberg-Stock test statistics, the modified Bhargava statistics and the modified Phillips-Perron statistics.
| Property name | Brief description | |
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AutoRegressionOrder | The AutoRegressionOrder property determines lag. |
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Equation | The Equation property determines type of the model analyzed in the test. |
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F0 | The F0 property returns the value of adjusted residuals variance. |
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F0SpectrumEstimation | The F0SpectrumEstimation property determines the method of calculation of adjusted residuals variance. |
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MissingData | The MissingData property returns missing data treatment method. |
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ModelPeriod | The ModelPeriod property returns sample period parameters. |
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MPTStat | The MPTStat property returns the value of the Elliott-Rothenberg-Stock modified statistics MPdt. |
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MSBStat | The MSBStat property returns the value of the Bhargava modified statistics MSBd. |
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MZaStat | The MZaStat property returns the value of the Phillips-Perron modified statistics MZdα. |
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MZtStat | The MZtStat property returns the value of the Phillips-Perron modified statistics MZdt. |
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Serie | The Serie property returns the tested series. |
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TestedSeries | The TestedSeries property determines the type of tested series. |
| Property name | Brief description | |
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DisplayName | The DisplayName property returns the displayed method name. |
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ErrorByStatus | The ErrorByStatus property returns an error message by the error number. |
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Errors | The Errors property returns a message with all the errors and warnings. |
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Name | The Name property returns the internal method name. |
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PerformanceTime | The PerformanceTime property returns method execution time. |
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Status | The Status property returns the method execution status. |
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SupportsR | The SupportsR property returns whether statistical method can be calculated via R package. |
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UseR | The UseR property determines whether statistical method is calculated via the R package. |
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WarningByStatus | The WarningByStatus property returns a warning text by its number. |
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Warnings | The Warnings property returns the warnings that occurred on method calculation. |
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WarningsCount | The WarningsCount property returns the number of warnings that occurred on method calculation. |
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WarningsNumbers | The WarningsNumbers property returns numbers of the warnings that occurred on method calculation. |
| Method Name | Brief description | |
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Clone | The Clone method clones a statistical method object. |
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Execute | The Execute method executes a statistical method. |
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LoadFromXML | The LoadFromXML method loads statistical method settings from XML code. |
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SaveToXML | The SaveToXML method unloads statistical method settings to XML code. |
See also:
