ISummaryStatistics

Assembly: Stat;

Description

The ISummaryStatistics interface returns statistics characteristics.

Inheritance Hierarchy

          ISummaryStatistics

Comments

Summary statistics are calculated using general formulas.

Properties

  Property name Brief description
AdjR2 The AdjR2 property returns adjusted determination coefficient.
AdjR2_2 The AdjR2_2 property returns adjusted determination coefficient (uncentered).
AIC The AIC property returns the Akaike information criterion.
AvgLogL The AvgLogL property returns mean of log-likelihood function.
DW The DW property returns Durbin-Watson statistics.
DWLowerBound The DWLowerBound property returns the probability value for the lower bound of the Durbin-Watson statistics range.
DWUpperBound The DWUpperBound property returns the probability value for the upper bound of the Durbin-Watson statistics range.
Fstat The Fstat property returns the Fisher statistics.
Fstat_2 The Fstat_2 property returns the Fisher statistics based on uncentered determination coefficient.
HQcriterion The HQcriterion property returns HQ criterion.
IncludedObservations The IncludedObservations property returns the number of observations actually used to build the model.
JBStat The JBStat property returns value of the Jarque-Bera statistics.
Jstat The Jstat property returns value of J-statistics.
LogL The LogL property returns log-likelihood function.
LRprobability The LRprobability property returns probability value for LR statistics.
LRstatistic The LRstatistic property returns LR statistic.
MAE The MAE property returns mean absolute error.
MaxAE The MaxAE property returns maximum absolute error.
McFaddenRsquared The McFaddenRsquared property returns McFadden determination coefficient.
MD The MD property returns the mean of a dependent variable.
ME The ME property returns mean error.
MSE The MSE property returns mean squared error.
NumOfIter The NumOfIter property returns the number of iterations within which the decision was found.
ProbFstat The ProbFstat property returns Fisher statistics probability.
ProbFstat_2 The ProbFstat_2 property returns Fisher statistics probability based on uncentered determination coefficient.
ProbJBStat The ProbJBstat property returns the Jarque-Bera statistics probability.
ProbJstat The ProbJstat property returns value of J-statistics probability.
R2 The R2 property returns determination coefficient.
R2_2 The property R2_2 returns determination coefficient (uncentered).
RestrLogL The RestrLogL property returns restricted log-likelihood function.
SC The SC property returns the Schwarz information criterion.
SD The SD property returns the standard deviation of a dependent variable.
SE The SE property returns the standard error.
SEE The SEE property returns standard deviation of residuals.
SqMSE The SqMSE property returns the root mean squared error.
SSR The SSR property returns the sum of squared residuals of source data deviations from model data.
VE The VE property returns error variance.

See also:

Stat Assembly Interfaces