ISmPhillipsOuliarisTest

Assembly: Stat;

Description

The ISmPhilipsOularisTest interface is used to work with parameters of the Phillips-Oularis test.

Inheritance Hierarchy

          IStatMethod

          ISmPhillipsOuliarisTest

Comments

The test is based on the assumption that if residuals of cointegration models are not stationary (have single root), there is no time series cointegration.

Properties

  Property name Brief description
CointegratingRegressors

 The CointegratingRegressors property returns cointegration regressors.
DeterministicRegressors

 The DeterministicRegressors property returns deterministic regressors.
Explained

 The Explained property returns the explained series.
HACOptions

 The HACOptions property returns long-run covariance settings.
MissingData

 The MissingData property returns the method of missing data treatment.
ModelCoefficients

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

 The ModelPeriod property returns sample period parameters.
SummaryStatistics

 The SummaryStatistics property returns descriptive characteristics of auxiliary regression.
TauStat

 The TauStat property returns value of t-statistics of the Philips-Ouliaris test.
TrendSpecification

 The TrendSpecification property determines trend specification.
ZStat

 The ZStat property returns value of z-statistics of the Philips-Ouliaris test.

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