AugmentedDickeyFullerTest.Order Property

Gets or sets the number of lag terms to include in the regression model.

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.0

public int Order { get; set; }

Visual Basic

Public Property Order As Integer
	Get
	Set

C++/CLI

public:
property int Order {
	int get ();
	void set (int value);
}

member Order : int with get, set

If the specified order is negative, a default value is computed as the cube root of the length of the sample.