Package dev.nm.stat.test.timeseries.adf
Enum TrendType
- java.lang.Object
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- java.lang.Enum<TrendType>
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- dev.nm.stat.test.timeseries.adf.TrendType
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- All Implemented Interfaces:
Serializable
,Comparable<TrendType>
public enum TrendType extends Enum<TrendType>
These are the three versions of the Augmented Dickey-Fuller (ADF) test.
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Enum Constant Summary
Enum Constants Enum Constant Description CONSTANT
test for a unit root with driftCONSTANT_TIME
test for a unit root with drift and deterministic time trendNO_CONSTANT
test for a unit root without drift or time trend
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description ADFDistribution
getDistribution(int sampleSize)
Get an ADF distribution per sample size.static TrendType
valueOf(String name)
Returns the enum constant of this type with the specified name.static TrendType[]
values()
Returns an array containing the constants of this enum type, in the order they are declared.
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Enum Constant Detail
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NO_CONSTANT
public static final TrendType NO_CONSTANT
test for a unit root without drift or time trend
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CONSTANT
public static final TrendType CONSTANT
test for a unit root with drift
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CONSTANT_TIME
public static final TrendType CONSTANT_TIME
test for a unit root with drift and deterministic time trend
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Method Detail
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values
public static TrendType[] values()
Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:for (TrendType c : TrendType.values()) System.out.println(c);
- Returns:
- an array containing the constants of this enum type, in the order they are declared
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valueOf
public static TrendType valueOf(String name)
Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)- Parameters:
name
- the name of the enum constant to be returned.- Returns:
- the enum constant with the specified name
- Throws:
IllegalArgumentException
- if this enum type has no constant with the specified nameNullPointerException
- if the argument is null
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getDistribution
public ADFDistribution getDistribution(int sampleSize)
Get an ADF distribution per sample size. TODO: lag order is now ignored.- Parameters:
sampleSize
- the sample size- Returns:
- an ADF distribution
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