Package dev.nm.stat.test.timeseries.adf
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Class Summary Class Description ADFAsymptoticDistribution This class computes the asymptotic distribution of the Augmented Dickey-Fuller (ADF) test statistic.ADFAsymptoticDistribution1 Deprecated. use insteadADFAsymptoticDistribution
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 Summary Enum Description ADFAsymptoticDistribution1.Type the available types of Dickey-Fuller testsTrendType These are the three versions of the Augmented Dickey-Fuller (ADF) test.