Uses of Class
dev.nm.stat.test.timeseries.adf.TrendType
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Packages that use TrendType Package Description dev.nm.stat.test.timeseries.adf -
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Uses of TrendType in dev.nm.stat.test.timeseries.adf
Methods in dev.nm.stat.test.timeseries.adf that return TrendType Modifier and Type Method Description static TrendType
TrendType. valueOf(String name)
Returns the enum constant of this type with the specified name.static TrendType[]
TrendType. values()
Returns an array containing the constants of this enum type, in the order they are declared.Constructors in dev.nm.stat.test.timeseries.adf with parameters of type TrendType Constructor Description ADFAsymptoticDistribution(TrendType trend)
Construct an asymptotic distribution for the augmented Dickey-Fuller test statistic.ADFAsymptoticDistribution(TrendType trend, int nSims, int nT, long seed)
Construct an asymptotic distribution for the augmented Dickey-Fuller test statistic.ADFFiniteSampleDistribution(int sampleSize, TrendType trend)
Construct a finite sample distribution for the original Dickey-Fuller test statistic.ADFFiniteSampleDistribution(int sampleSize, TrendType trend, boolean lagAdjust, int lagOrder)
Construct a finite sample distribution for the Augmented Dickey-Fuller test statistic.ADFFiniteSampleDistribution(int sampleSize, TrendType trend, boolean lagAdjust, int lagOrder, int truncation, int nSims, long seed)
Construct a finite sample distribution for the Augmented Dickey-Fuller test statistic.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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