Class | Description |
---|---|
ADFAsymptoticDistribution |
This class computes the asymptotic distribution of the Augmented Dickey-Fuller (ADF) test
statistic.
|
ADFAsymptoticDistribution1 | Deprecated
use instead
ADFAsymptoticDistribution |
ADFDistribution |
This represents an Augmented Dickey Fuller distribution.
|
ADFFiniteSampleDistribution |
This class computes the finite sample distribution of the Augmented Dickey-Fuller (ADF) test
statistics.
|
AugmentedDickeyFuller |
The Augmented Dickey Fuller test tests whether a one-time differencing (d = 1) will make the time
series stationary.
|
Enum | Description |
---|---|
ADFAsymptoticDistribution1.Type |
the available types of Dickey-Fuller tests
|
TrendType |
These are the three versions of the Augmented Dickey-Fuller (ADF) test.
|
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