| Modifier and Type | Class and Description |
|---|---|
class |
JohansenAsymptoticDistribution
Johansen provides the asymptotic distributions of the two
hypothesis testings (Eigen and Trace tests), each for 5
different trend types.
|
| Modifier and Type | Class and Description |
|---|---|
class |
JarqueBeraDistribution
Jarque-Bera distribution is the distribution of the Jarque-Bera statistics, which measures the departure from normality.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FisherExactDistribution
Fisher's exact test distribution is, as its name states, exact, and can therefore be used
regardless of the sample characteristics.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ADFAsymptoticDistribution
This class computes the asymptotic distribution of the Augmented Dickey-Fuller (ADF) test
statistic.
|
class |
ADFAsymptoticDistribution1
Deprecated.
use instead
ADFAsymptoticDistribution |
class |
ADFDistribution
This represents an Augmented Dickey Fuller distribution.
|
class |
ADFFiniteSampleDistribution
This class computes the finite sample distribution of the Augmented Dickey-Fuller (ADF) test
statistics.
|
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