TimeSeriesFunctions.KpssTest Method

Definition

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

Overload List

KpssTest(Vector<Double>) Returns a new KPSS test object for level stationarity.
KpssTest(Vector<Double>, KpssTestType, KpssLagSelection) Returns a new KPSS test object using the specified stationarity type and lag-selection rule.
KpssTest(Vector<Double>, KpssTestType, Int32) Returns a new KPSS test object using an explicit fixed lag count.

KpssTest(Vector<Double>)

Returns a new KPSS test object for level stationarity.
C# 
public static KpssTest KpssTest(
	Vector<double> series
)

Parameters

series  Vector<Double>
The time series to test for stationarity.

Return Value

KpssTest
A new KPSS test object.

Exceptions

ArgumentNullException

series is null.

KpssTest(Vector<Double>, KpssTestType, KpssLagSelection)

Returns a new KPSS test object using the specified stationarity type and lag-selection rule.
C# 
public static KpssTest KpssTest(
	Vector<double> series,
	KpssTestType type,
	KpssLagSelection lagSelection = KpssLagSelection.Short
)

Parameters

series  Vector<Double>
The time series to test for stationarity.
type  KpssTestType
The deterministic component in the stationarity null hypothesis.
lagSelection  KpssLagSelection  (Optional)
The rule used to select the number of lags in the long-run variance estimate.

Return Value

KpssTest
A new KPSS test object.

Exceptions

ArgumentNullException

series is null.

KpssTest(Vector<Double>, KpssTestType, Int32)

Returns a new KPSS test object using an explicit fixed lag count.
C# 
public static KpssTest KpssTest(
	Vector<double> series,
	KpssTestType type,
	int lagCount
)

Parameters

series  Vector<Double>
The time series to test for stationarity.
type  KpssTestType
The deterministic component in the stationarity null hypothesis.
lagCount  Int32
The number of lags in the long-run variance estimate.

Return Value

KpssTest
A new KPSS test object.

Exceptions

ArgumentNullException

series is null.

See Also