Package dev.nm.stat.test.timeseries.adf.table
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Class Summary Class Description ADFDistributionTable A table contains the simulated observations/values of an empirical ADF distribution for a given set of parameters.ADFDistributionTable_CONSTANT_lag0 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.CONSTANT
case.ADFDistributionTable_CONSTANT_TIME_lag0 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.CONSTANT_TIME
case.ADFDistributionTable_NO_CONSTANT_lag0 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.