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#Com.numericalmethod.suanshu.stats.test.timeseries.adf Classes and Interfaces - 11 results found.
NameDescriptionTypePackageFramework
ADFAsymptoticDistributionThis 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:Classcom.numericalmethod.suanshu.stats.test.timeseries.adfSuanShu
ADFAsymptoticDistribution1This is the asymptotic distribution of the Augmented Dickey-Fuller test statistic, for the TrendType.Classcom.numericalmethod.suanshu.stats.test.timeseries.adfSuanShu
ADFAsymptoticDistribution1 .Typethe available types of Dickey-Fuller teststhe augmented version of theClasscom.numericalmethod.suanshu.stats.test.timeseries.adfSuanShu
ADFDistributionThis represents an Augmented Dickey Fuller distribution.Classcom.numericalmethod.suanshu.stats.test.timeseries.adfSuanShu
ADFDistributionTableA table contains the simulated observations/values of an empirical ADF distribution for a given set of parameters.Classcom.numericalmethod.suanshu.stats.test.timeseries.adf.tableSuanShu
ADFDistributionTable_CONSTANT_lag0This table contains the quantile values of both finite (for various sample sizes) and infinite (asymptotic) distributions of the Augmented Dicky Fuller test statistics for theClasscom.numericalmethod.suanshu.stats.test.timeseries.adf.tableSuanShu
ADFDistributionTable_CONSTANT_TIME_lag0This table contains the quantile values of both finite (for various sample sizes) and infinite (asymptotic) distributions of the Augmented Dicky Fuller test statistics for theClasscom.numericalmethod.suanshu.stats.test.timeseries.adf.tableSuanShu
ADFDistributionTable_NO_CONSTANT_lag0This table contains the quantile values of both finite (for various sample sizes) and infinite (asymptotic) distributions of the Augmented Dicky Fuller test statistics for theClasscom.numericalmethod.suanshu.stats.test.timeseries.adf.tableSuanShu
ADFFiniteSampleDistributionThis 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:Classcom.numericalmethod.suanshu.stats.test.timeseries.adfSuanShu
AugmentedDickeyFullerThe 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.Classcom.numericalmethod.suanshu.stats.test.timeseries.adfSuanShu
TrendTypeThese are the three versions of the Augmented Dickey-Fuller (ADF) test.Classcom.numericalmethod.suanshu.stats.test.timeseries.adfSuanShu