KpssLagSelection Enumeration

Specifies how the KPSS long-run variance lag count is selected.

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.7.0

public enum KpssLagSelection

Visual Basic

Public Enumeration KpssLagSelection

C++/CLI

public enum class KpssLagSelection

type KpssLagSelection

Short	0	Uses floor(4 * (n / 100)^0.25).
Long	1	Uses floor(12 * (n / 100)^0.25).
Fixed	2	Uses the explicit lag count supplied by the user.