How to declare ADFDistribution for AugmentedDickeyFuller in C# code - General Discussion https://nm.dev/forums/nmdev-discussion/how-to-declare-adfdistribution-for-augmenteddickeyfuller-in-c-code/ NM DEV Discussion Board en-US Mon, 18 May 2026 09:35:53 +0000 wpForo 60 RE: How to declare ADFDistribution for AugmentedDickeyFuller in C# code https://nm.dev/forums/nmdev-discussion/how-to-declare-adfdistribution-for-augmenteddickeyfuller-in-c-code/#post-82 Tue, 30 Jul 2024 16:07:47 +0000 I think I found a way like this:

ADFDistribution dist = TrendType.NO_CONSTANT.getDistribution(data.Length);

Thank you!

]]> General Discussion Anonymous https://nm.dev/forums/nmdev-discussion/how-to-declare-adfdistribution-for-augmenteddickeyfuller-in-c-code/#post-82 How to declare ADFDistribution for AugmentedDickeyFuller in C# code https://nm.dev/forums/nmdev-discussion/how-to-declare-adfdistribution-for-augmenteddickeyfuller-in-c-code/#post-81 Mon, 29 Jul 2024 01:06:42 +0000 Hello,

I am trying to understand how to create the: AugmentedDickeyFuller

The parameter I have problem to declare is the below ADFDistribution

ADFDistribution ADF_dist



How to implement that correctly for this C# code?

Thank you!

            double[] array_MSFT = new double { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
            int lagOrder = 0;
            ADFDistribution ADF_dist = new ???
            AugmentedDickeyFuller ADFtest = new AugmentedDickeyFuller(array_MSFT, TrendType.CONSTANT, lagOrder, ADF_dist);

            double pValue = ADFtest.pValue();
            double statistic = ADFtest.statistics();
            MessageBox.Show(pValue + "__" + statistic);
]]> General Discussion Anonymous https://nm.dev/forums/nmdev-discussion/how-to-declare-adfdistribution-for-augmenteddickeyfuller-in-c-code/#post-81