Assembly: Stat;
The ISummaryStatistics interface returns statistics characteristics.
ISummaryStatistics
Summary statistics are calculated using general formulas.
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: