Package | Description |
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dev.nm.stat.test.timeseries.adf |
Modifier and Type | Method and Description |
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ADFDistribution |
TrendType.getDistribution(int sampleSize)
Get an ADF distribution per sample size.
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Constructor and Description |
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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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