Augmented Dickey Fuller Test.Order Property
Gets or sets the number of lag terms to include in the regression model.
Definition
Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public int Order { get; set; }
Property Value
Int32Remarks
If the specified order is negative, a default value is computed as the cube root of the length of the sample.