Class | Description |
---|---|
ADFDistributionTable |
A table contains the simulated observations/values of an empirical ADF distribution for a given set of parameters.
|
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. |
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. |
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. |
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