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:
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: