Package com.numericalmethod.suanshu.stats.test.timeseries.adf

Class Summary

AdfAsymptoticDistribution	This class computes the asymptotic distribution of the augmented Dickey-Fuller (ADF) test statistics.
AdfAsymptoticDistribution1	This is the asymptotic distribution of the Augmented Dickey-Fuller test statistics, for the CONSTANT_TIME case.
AdfDistribution
AdfFiniteSampleDistribution	This class computes the finite sample distribution of the augmented Dickey-Fuller (ADF) test statistics.
AugmentedDickeyFuller	The Augmented Dickey Fuller test tests whether a one-time differencing (d = 1) will make the time series stationary.

Enum Summary

AdfAsymptoticDistribution1.Type	the types of Dickey-Fuller tests available
AugmentedDickeyFuller.TrendType	the three versions of augmented Dickey-Fuller (ADF) test