dev.nm.stat.test.timeseries.adf

Enum TrendType

java.lang.Object

java.lang.Enum<TrendType>

dev.nm.stat.test.timeseries.adf.TrendType

All Implemented Interfaces:

Serializable, Comparable<TrendType>

public enum TrendType
extends Enum<TrendType>

These are the three versions of the Augmented Dickey-Fuller (ADF) test.

Enum Constant Summary

Enum Constants

Enum Constant and Description
CONSTANT test for a unit root with drift
CONSTANT_TIME test for a unit root with drift and deterministic time trend
NO_CONSTANT test for a unit root without drift or time trend

Method Summary

Modifier and Type	Method and Description
ADFDistribution	getDistribution(int sampleSize) Get an ADF distribution per sample size.
static TrendType	valueOf(String name) Returns the enum constant of this type with the specified name.
static 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 TrendType NO_CONSTANT

test for a unit root without drift or time trend

CONSTANT

public static final TrendType CONSTANT

test for a unit root with drift

CONSTANT_TIME

public static final TrendType CONSTANT_TIME

test for a unit root with drift and deterministic time trend

Method Detail

values

public static 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 (TrendType c : 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 TrendType valueOf(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:

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

NullPointerException - if the argument is null

getDistribution

public ADFDistribution getDistribution(int sampleSize)

Get an ADF distribution per sample size. TODO: lag order is now ignored.

Parameters:

sampleSize - the sample size

Returns:

an ADF distribution