Augmented Dickey Fuller Test Properties
Properties
Distribution |
Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest) |
Hypothesis |
Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest) |
Name |
Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name) |
Order | Gets or sets the number of lag terms to include in the regression model. |
PValue |
Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest) |
Sample |
Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTest<T>) |
Significance |
Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest) |
Statistic |
Gets the value of the test statistic.
(Inherited from HypothesisTest) |
Type | Specifies the type of regression used in the Dickey-Fuller Test. |