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:

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