Class ADFDistributionTable_NO_CONSTANT_lag0
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- dev.nm.stat.test.timeseries.adf.table.ADFDistributionTable
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- dev.nm.stat.test.timeseries.adf.table.ADFDistributionTable_NO_CONSTANT_lag0
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public class ADFDistributionTable_NO_CONSTANT_lag0 extends ADFDistributionTable
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 theJohansenAsymptoticDistribution.TrendType.NO_CONSTANT
case. It is generated byADFFiniteSampleDistribution dist = new ADFFiniteSampleDistribution(sampleSize, TrendType.NO_CONSTANT, false, 0, 0,//0 lag 100000);//number of simulations
ADFAsymptoticDistribution dist = new ADFAsymptoticDistribution( type, 100000, 100000);
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Constructor Summary
Constructors Constructor Description ADFDistributionTable_NO_CONSTANT_lag0()
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