Package | Description |
---|---|
dev.nm.stat.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. |
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.