AugmentedDickeyFullerTest Constructor

public AugmentedDickeyFullerTest(
	Vector<double> sample,
	int order,
	DickeyFullerTestType type = DickeyFullerTestType.ConstandAndTrend
)

Public Sub New ( 
	sample As Vector(Of Double),
	order As Integer,
	Optional type As DickeyFullerTestType = DickeyFullerTestType.ConstandAndTrend
)

public:
AugmentedDickeyFullerTest(
	Vector<double>^ sample, 
	int order, 
	DickeyFullerTestType type = DickeyFullerTestType::ConstandAndTrend
)

new : 
        sample : Vector<float> * 
        order : int * 
        ?type : DickeyFullerTestType 
(* Defaults:
        let _type = defaultArg type DickeyFullerTestType.ConstandAndTrend
*)
-> AugmentedDickeyFullerTest

Parameters

sample  Vector<Double>

The sample to test for a unit root.

order  Int32

The number of lag terms to include in the regression model. If less than zero, the number of lags is calculated from the size of sample.

type  DickeyFullerTestType  (Optional)

Optional. A DickeyFullerTestType value that specifies whether the constant term (drift) and trend should be accounted for. The default is for drift and trend to be included.

When order is zero, the test reduces to the original Dickey-Fuller test.

Reference