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:

ProbabilityDistribution, java.io.Serializable

public abstract class ADFDistribution
extends EmpiricalDistribution

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
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, nSamples, quantile, skew, toArray, 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