IVARStatistics

Assembly: Stat;

Description

The IVARStatistics interface returns statistics of vector autoregression.

Inheritance Hierarchy

          IVARStatistics

Properties

  Property name Brief description
AIC

 The AIC property returns the Akaike information criterion.
LLV

 The LLV property returns the value of the likelihood function.
RC

 The RC property returns determinant for the matrix of residuals covariance.
RCadj

 The RCadj property returns adjusted determinant for the matrix of residuals covariance.
SC

 The SC property returns the Schwarz criterion.

See also:

Stat Assembly Interfaces