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Stat Assembly > Stat Assembly Interfaces > ISmAugmentDickeyFullerTest > ISmAugmentDickeyFullerTest.CriticalValues

ISmAugmentDickeyFullerTest.CriticalValues

Syntax

CriticalValues: Array;

Description

The CriticalValues property returns critical values for Dickey-Fuller statistics for the three significance levels: 0.01, 0.05 and 0.1.

Comments

The property is outdated.

See also:

ISmAugmentDickeyFullerTest