IUnitRootTestStatistic

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The IUnitRootTestStatistic interface is used to work with test statistics for unit root tests.

Inheritance Hierarchy

          IUnitRootTestStatistic

Comments

To execute unit root tests, use the following interfaces:

• ISmAugmentDickeyFullerTest. The Dickey-Fuller extended test.

• ISmDickeyFullerGLSTest. The Dickey-Fuller generalized test.

• ISmElliotRothenbergStockTest. The Elliot-Rothenberg-Stock test.

• ISmKwiatkowskiPhillipsSchmidtShinTest. The Kwiatkowski-Phillips-Schmidt-Shin test.

• ISmNgPerronTest. The Ng-Perron test.

• ISmPhillipsPerronTest. The Phillips-Perron test.

Properties

	Property name	Brief description
	CriticalValues	The CriticalValues property returns critical values.
	Probability	The Probability property returns probability value.
	Statistic	The Statistic property returns statistics value.

See also:

Stat Assembly Interfaces | Single Roots Test