ISmWhiteHeteroskedasticityTest.ModelCoefficients

Syntax

ModelCoefficients: IModelCoefficients;

Description

The ModelCoefficients property returns parameters of submodel coefficients.

Comments

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