public class ADFAsymptoticDistribution extends EmpiricalDistribution
| Constructor and Description |
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ADFAsymptoticDistribution(TrendType trend)
Construct an asymptotic distribution for the augmented Dickey-Fuller test statistic.
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ADFAsymptoticDistribution(TrendType trend,
int nSims,
int nT,
long seed)
Construct an asymptotic distribution for the augmented Dickey-Fuller test statistic.
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public ADFAsymptoticDistribution(TrendType trend, int nSims, int nT, long seed)
trend - the type of Augmented Dickey-Fuller testnSims - the number of simulationsnT - the number of grid points in interval [0, 1]seed - the seedpublic ADFAsymptoticDistribution(TrendType trend)
trend - the type of Augmented Dickey-Fuller testCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.