ISmWhiteHeteroskedasticityTest.ModelCoefficients

Syntax

ModelCoefficients: IModelCoefficients;

Description

The ModelCoefficients property returns parameters of submodel coefficients.

Comments

A submodel assesses dependency of the square of source model residuals from source model factors (if the source model includes a constant), as well as their cross products. Submodel always includes a constant. If there are AR or MA orders, gradients of criterion function built for a source model are used instead of factors.

Example

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

See also:

ISmWhiteHeteroskedasticityTest