ISmNgPerronTest.MZaStat

Syntax

MZaStat: IUnitRootTestStatistic;

Description

The MZaStat property returns the value of the Phillips- Perron modified statistic MZdα.

Comments

To get the value of the modified Elliot-Rothenberg-Stock statistics, use the ISmNgPerronTest.MPTStat property.

Example

The property use is given in the example for ISmNgPerronTest.MPTStat.

See also:

ISmNgPerronTest