| Class | Description |
|---|---|
| ADFAsymptoticDistribution |
This class computes the asymptotic distribution of the augmented Dickey-Fuller (ADF) test statistics.
|
| ADFAsymptoticDistribution1 | Deprecated
use instead
ADFAsymptoticDistribution |
| 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 | Description |
|---|---|
| ADFAsymptoticDistribution1.Type |
the types of Dickey-Fuller tests available
|
| AugmentedDickeyFuller.TrendType |
the three versions of augmented Dickey-Fuller (ADF) test
|