com.numericalmethod.suanshu.stats.test.timeseries.adf
Class AdfDistribution

java.lang.Object
  com.numericalmethod.suanshu.stats.distribution.univariate.EmpiricalDistribution
      com.numericalmethod.suanshu.stats.test.timeseries.adf.AdfDistribution

All Implemented Interfaces:

UnivariateDistribution

public abstract class AdfDistribution
extends EmpiricalDistribution

Method Summary

static AdfDistribution

getDistribution(AugmentedDickeyFuller.TrendType type, int lagOrder, int sampleSize) the factory to construct various ADF distributions

Methods inherited from class com.numericalmethod.suanshu.stats.distribution.univariate.EmpiricalDistribution

cdf, density, entropy, kurtosis, mean, median, moment, quantile, skew, variance

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

getDistribution

public static AdfDistribution getDistribution(AugmentedDickeyFuller.TrendType type,
                                              int lagOrder,
                                              int sampleSize)

the factory to construct various ADF distributions

Parameters:

type - the trend type

sampleSize - the sample size

lagOrder - the lag order; TODO: this parameter is for now ignored

Returns:

an ADF distribution per specification