KpssTest.LongRunVariance Property

Gets the Newey-West/Bartlett long-run variance estimate used in the KPSS statistic.

Definition

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

public double LongRunVariance { get; }

Visual Basic

Public ReadOnly Property LongRunVariance As Double
	Get

C++/CLI

public:
property double LongRunVariance {
	double get ();
}

member LongRunVariance : float with get