ADFEquationType

Description

The ADFEquationType enumeration is used to determine the autoregression model used in the Dickey-Fuller test and the Phillips-Perron test.

It is used by the following properties:

• IMsDFTestSettings.EquationType.

• ISmAugmentDickeyFullerTest.EquationType;

• ISmPhillipsPerronTest.Equation.

Available Values

	Value	Brief description
	0	Simple. The model without a constant and a trend.
	1	Constant. The model with a constant.
	2	ConstantTrend. The model with a constant and a trend.

See also:

Stat Assembly Enumerations