AutometricsExp

Overview

AutometricsExp : BaseExp

AutometricsExp : BaseExp summary

Constructor/destructor of AutometricsExp
AutometricsExp Creates a Monte Carlo experiment and selects a design.
~AutometricsExp Destructor.
Public member functions of AutometricsExp
Autometrics Main Autometrics settings.
AutometricsSet Set Autometrics option.
Run Run the experiment.
Stepwise Run Stepwise.
Protected data members of AutometricsExp
m_iAutoOutliers
m_oAutoSet
Inherited member functions from BaseExp:
Autometrics, AutometricsSet, BaseExp, CreateStore, SelectDesign, Stepwise, StoreModel, ~BaseExp
Inherited data members from BaseExp:
m_aAutoSetVal, m_asAutoSet, m_bChopLags, m_dAutoPval, m_iStopCrit, m_maxK, m_oDesign, m_oStore, m_sAutoOutliers, m_sMethod

AutometricsExp : BaseExp Functions details

AutometricsExp

AutometricsExp :: AutometricsExp ( const sDGP , const aDGPno = 0 )
Creates a Monte Carlo experiment and selects a design.
Parameters:
sDGP name of DGP
case "HP": HP
case "HPBig": HPBig
case "JEDC": JEDC
case "JEDC_EJ": JEDC_EJ
case "D1": Breaks
case "D2": Breaks
case "D3": Breaks
case "Bc": Bc
case "B20": B20
case "Bct": Bct
case "MBc": MBc
case "MBct": MBct
case "BLc": BLc
case "IUc": IUc
case "BUc": BUc
case "MIUc": MIUc
case "MBUc": MBUc
case "BLcx": BLcx
case "BUcx": BUcx
case "BUcx_t": BUcx_t
aDGPno number of DGP variation, or array with DGP options

~AutometricsExp

AutometricsExp :: AutometricsExp ( )
Destructor.

Autometrics

virtual AutometricsExp :: Autometrics ( const dPValue , const sOutliers = "" , const bChopLags = TRUE )
Main Autometrics settings.
Parameters:
dPValue significance for model selection (1 for no selection)
sOutliers one of: "none","large","iis","sis","iis+sis","diis","diis+iis"
bChopLags TRUE: lag presearch; FALSE: no lag presearch

AutometricsSet

virtual AutometricsExp :: AutometricsSet ( const sOpt , const val )
Set Autometrics option.
Parameters:
sOpt option label
val option value

Run

AutometricsExp :: Run ( const cM , const iReportSettings = 1 , const sSaveFirstRepName = "" )
Run the experiment.
Parameters:
cM no of replications
iReportSettings report Autometrics Settings
sSaveFirstRepName optional filename to save first replication of data set (using Database::Save), default is "" for no saving

Stepwise

virtual AutometricsExp :: Stepwise ( const sMethod , const dPValue , const maxK = - 1 , const iCrit = 0 )
Run Stepwise.

AutometricsExp : BaseExp Data details

m_iAutoOutliers

decl m_iAutoOutliers [protected]

m_oAutoSet

decl m_oAutoSet [protected]

AutometricsExp : BaseExp Enums details

None.