| 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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