AugmentedDickeyFullerTest Properties

Properties

Distribution Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest)
HypothesisType Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest)
Name Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name)
Order Gets or sets the number of lag terms to include in the regression model.
PValue Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest)
Sample Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTest<T>)
SignificanceLevel Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest)
Statistic Gets the value of the test statistic.
(Inherited from HypothesisTest)
Type Specifies the type of regression used in the Dickey-Fuller Test.

See Also