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

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~AutometricsExp

AutometricsExp :: AutometricsExp ( )

Destructor.

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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

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AutometricsSet

virtual AutometricsExp :: AutometricsSet ( const sOpt , const val )

Set Autometrics option.

Parameters:

sOpt	option label
val	option value

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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

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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]

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m_oAutoSet

decl m_oAutoSet [protected]

AutometricsExp : BaseExp Enums details

None.

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