Name | Description | Type | Package | Framework |
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 |