Package dev.nm.stat.test.timeseries.adf

Class Summary

Class	Description
ADFAsymptoticDistribution	This class computes the asymptotic distribution of the Augmented Dickey-Fuller (ADF) test statistic.
ADFAsymptoticDistribution1	Deprecated use instead ADFAsymptoticDistribution
ADFDistribution	This represents an Augmented Dickey Fuller distribution.
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

Enum	Description
ADFAsymptoticDistribution1.Type	the available types of Dickey-Fuller tests
TrendType	These are the three versions of the Augmented Dickey-Fuller (ADF) test.