Augmented Dickey Fuller Test Methods
Methods
Calculate |
Evaluates the test statistic.
(Overrides HypothesisTest.CalculateStatistic()) |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get |
Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest) |
Get |
Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest) |
Get | Serves as the default hash function. (Inherited from Object) |
Get |
Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest) |
Get |
Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest) |
Get |
Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Get |
Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest) |
Get |
Gets the upper critical value for the test statistic at the specified significance level.
(Inherited from HypothesisTest) |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
Reject() |
Returns whether the null hypothesis is rejected
using the default significance level.
(Inherited from HypothesisTest) |
Reject( |
Returns whether the null hypothesis is rejected using the specified significance level.
(Inherited from HypothesisTest) |
Summarize() |
Returns a string containing a human-readable summary of the object.
(Inherited from HypothesisTest) |
Summarize( |
Returns a string containing a human-readable summary of the object
using the specified options.
(Inherited from OneSampleTest<T>) |
ToString | Returns a string that represents the current object. (Inherited from HypothesisTest) |