com.numericalmethod.suanshu.stats.cointegration
Enum JohansenAsymptoticDistribution.TrendType

java.lang.Object
  java.lang.Enum<JohansenAsymptoticDistribution.TrendType>
      com.numericalmethod.suanshu.stats.cointegration.JohansenAsymptoticDistribution.TrendType

All Implemented Interfaces:

java.io.Serializable, java.lang.Comparable<JohansenAsymptoticDistribution.TrendType>

Enclosing class:

JohansenAsymptoticDistribution

public static enum JohansenAsymptoticDistribution.TrendType
extends java.lang.Enum<JohansenAsymptoticDistribution.TrendType>

the types of trends available

Enum Constant Summary

CONSTANT
Johansen's trend type III: constant, no linear trend.

CONSTANT_RESTRICTED_TIME
Johansen's trend type IV: constant, restricted linear trend.

CONSTANT_TIME
Johansen's trend type V: constant, linear trend.

NO_CONSTANT
Johansen's trend type I: no constant, no linear trend.

RESTRICTED_CONSTANT
Johansen's trend type II: no restricted constant, no linear trend.

Method Summary

JohansenAsymptoticDistributionSimulation.F	F()
static JohansenAsymptoticDistribution.TrendType	valueOf(java.lang.String name) Returns the enum constant of this type with the specified name.
static JohansenAsymptoticDistribution.TrendType[]	values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

NO_CONSTANT

public static final JohansenAsymptoticDistribution.TrendType NO_CONSTANT

Johansen's trend type I: no constant, no linear trend. That is,

 μ0 = 0
 μ1 = 0
 

RESTRICTED_CONSTANT

public static final JohansenAsymptoticDistribution.TrendType RESTRICTED_CONSTANT

Johansen's trend type II: no restricted constant, no linear trend. That is,

 μ0 = -Πμ
 μ1 = 0
 

CONSTANT

public static final JohansenAsymptoticDistribution.TrendType CONSTANT

Johansen's trend type III: constant, no linear trend. That is,

 μ0 ≠ 0
 μ1 = 0
 

CONSTANT_RESTRICTED_TIME

public static final JohansenAsymptoticDistribution.TrendType CONSTANT_RESTRICTED_TIME

Johansen's trend type IV: constant, restricted linear trend. That is,

 μ0 ≠ 0
 μ1 = -Πγ
 

CONSTANT_TIME

public static final JohansenAsymptoticDistribution.TrendType CONSTANT_TIME

Johansen's trend type V: constant, linear trend. That is,

 μ0 ≠ 0
 μ1 ≠ 0
 

Method Detail

values

public static JohansenAsymptoticDistribution.TrendType[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (JohansenAsymptoticDistribution.TrendType c : JohansenAsymptoticDistribution.TrendType.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static JohansenAsymptoticDistribution.TrendType valueOf(java.lang.String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

java.lang.IllegalArgumentException - if this enum type has no constant with the specified name

java.lang.NullPointerException - if the argument is null

F

public JohansenAsymptoticDistributionSimulation.F F()