Name | Description | Type | Package | Framework |
ADFAsymptoticDistribution | This class computes the asymptotic distribution of the Augmented Dickey-Fuller (ADF) test There are three main versions of the test and thus three possible asymptotic distributions: | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf | SuanShu |
ADFAsymptoticDistribution1 | This is the asymptotic distribution of the Augmented Dickey-Fuller test statistic, for the TrendType. | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf | SuanShu |
ADFAsymptoticDistribution1 .Type | the available types of Dickey-Fuller teststhe augmented version of the | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf | SuanShu |
ADFDistribution | This represents an Augmented Dickey Fuller distribution. | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf | SuanShu |
ADFDistributionTable | A table contains the simulated observations/values of an empirical ADF distribution for a given set of parameters. | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf.table | SuanShu |
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 the | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf.table | SuanShu |
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 the | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf.table | SuanShu |
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 the | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf.table | SuanShu |
ADFFiniteSampleDistribution | This class computes the finite sample distribution of the Augmented Dickey-Fuller (ADF) test There are three main versions of the test and thus three possible asymptotic distributions: | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf | SuanShu |
AugmentedDickeyFuller | The Augmented Dickey Fuller test tests whether a one-time differencing (d = 1) will make the time That is, whether the series has a unit root. | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf | SuanShu |
TrendType | These are the three versions of the Augmented Dickey-Fuller (ADF) test. | Class | com.numericalmethod.suanshu.stats.test.timeseries.adf | SuanShu |