Class Summary Class Description ADFAsymptoticDistributionThis class computes the asymptotic distribution of the Augmented Dickey-Fuller (ADF) test statistic. ADFAsymptoticDistribution1 Deprecated.use instead
ADFDistributionThis represents an Augmented Dickey Fuller distribution. ADFFiniteSampleDistributionThis class computes the finite sample distribution of the Augmented Dickey-Fuller (ADF) test statistics. AugmentedDickeyFullerThe Augmented Dickey Fuller test tests whether a one-time differencing (d = 1) will make the time series stationary.
Enum Summary Enum Description ADFAsymptoticDistribution1.Typethe available types of Dickey-Fuller tests TrendTypeThese are the three versions of the Augmented Dickey-Fuller (ADF) test.