ISmWhiteHeteroskedasticityTest.Explanatories

Syntax

Explanatories: ISlSeries;

Description

The Explanatories property determines explanatory series.

Comments

Calculating the test analyzes explanatory variables and their squares. For example, if S1 and S2 are explanatory variables, the test analyses S1, S2, S1*S1, S2*S2.

Example

The property use is given in the example for ISmWhiteHeteroskedasticityTest.ChiTest.