| Package | Description |
|---|---|
| dev.nm.stat.test.timeseries.adf |
| Modifier and Type | Method and Description |
|---|---|
ADFDistribution |
TrendType.getDistribution(int sampleSize)
Get an ADF distribution per sample size.
|
| Constructor and Description |
|---|
AugmentedDickeyFuller(double[] x,
TrendType type,
int lagOrder,
ADFDistribution dist)
Performs the Augmented Dickey-Fuller test to test for the existence of unit root.
|
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