DickeyFullerTestType Enumeration

Enumerates the types of regression used in the (Augmented) Dickey-Fuller Test.

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C# 
public enum DickeyFullerTestType

Members

NoConstant0 A constant or trend is not included.
Constant1 A constant term (drift) is included.
ConstandAndTrend2 A constant term (drift) and a trend term are both included.

See Also