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#Com.numericalmethod.suanshu.stats.test.timeseries.adf.table Classes and Interfaces - 4 results found.
NameDescriptionTypePackageFramework
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