Class ADFDistributionTable_CONSTANT_lag0


  • public class ADFDistributionTable_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 the JohansenAsymptoticDistribution.TrendType.CONSTANT case. It is generated by
     
     ADFFiniteSampleDistribution dist =
         new ADFFiniteSampleDistribution(sampleSize, TrendType.CONSTANT,
         false, 0, 0),//0 lag
         100000);//number of simulations
     
     
    • Constructor Detail

      • ADFDistributionTable_CONSTANT_lag0

        public ADFDistributionTable_CONSTANT_lag0()