| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.test.timeseries.adf.table |
| Modifier and Type | Class and Description |
|---|---|
class |
ADFDistributionTable_CONSTANT_lag0
This table contains the quantile values of both finite (for various sample sizes) and infinite
(asymptotic) distributions of the Augmented Dicky Fuller test statistics for the
JohansenAsymptoticDistribution.TrendType.CONSTANT case. |
class |
ADFDistributionTable_CONSTANT_TIME_lag0
This table contains the quantile values of both finite (for various sample sizes) and infinite
(asymptotic) distributions of the Augmented Dicky Fuller test statistics for the
JohansenAsymptoticDistribution.TrendType.CONSTANT_TIME case. |
class |
ADFDistributionTable_NO_CONSTANT_lag0
This table contains the quantile values of both finite (for various sample sizes) and infinite
(asymptotic) distributions of the Augmented Dicky Fuller test statistics for the
JohansenAsymptoticDistribution.TrendType.NO_CONSTANT case. |
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