KpssTestType Enumeration

Specifies the deterministic component in the KPSS stationarity null hypothesis.

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.7.0
C# 
public enum KpssTestType

Members

Level0 Tests whether the series is stationary around a constant.
Trend1 Tests whether the series is stationary around a deterministic linear trend.

See Also