Augmented Dickey Fuller Test.Calculate Statistic Method
Evaluates the test statistic.
Definition
Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
The value of the test statistic.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
protected override double CalculateStatistic()
Return Value
DoubleThe value of the test statistic.