Class ADFDistributionTable_NO_CONSTANT_lag0


  • public class ADFDistributionTable_NO_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.NO_CONSTANT case. It is generated by
     
     ADFFiniteSampleDistribution dist =
         new ADFFiniteSampleDistribution(sampleSize, TrendType.NO_CONSTANT,
         false, 0, 0,//0 lag
         100000);//number of simulations
     
     
     
     ADFAsymptoticDistribution dist = new ADFAsymptoticDistribution(
         type,
         100000,
         100000);
     
     
    • Constructor Detail

      • ADFDistributionTable_NO_CONSTANT_lag0

        public ADFDistributionTable_NO_CONSTANT_lag0()