Uses of Class
dev.nm.stat.test.timeseries.adf.ADFDistribution
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Packages that use ADFDistribution Package Description dev.nm.stat.test.timeseries.adf -
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Uses of ADFDistribution in dev.nm.stat.test.timeseries.adf
Methods in dev.nm.stat.test.timeseries.adf that return ADFDistribution Modifier and Type Method Description ADFDistribution
TrendType. getDistribution(int sampleSize)
Get an ADF distribution per sample size.Constructors in dev.nm.stat.test.timeseries.adf with parameters of type ADFDistribution Constructor Description AugmentedDickeyFuller(double[] x, TrendType type, int lagOrder, ADFDistribution dist)
Performs the Augmented Dickey-Fuller test to test for the existence of unit root.
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