SmAugmentDickeyFullerTest

Description

The SmAugmentDickeyFullerTest class is used to work with parameters of the Dickey-Fuller augmented test.

Comments

The augmented test returns Dickey-Fuller statistics. This test is used to check whether a time series is stationary.

Properties inherited from ISmAugmentDickeyFullerTest

  Property name Brief description
ADFStat

The ADFStat property returns the value of augmented Dickey-Fuller test statistics.
AutomaticAROrderSelectionSettings

The AutomaticAROrderSelectionSettings property returns lag autoselection parameters.
AutoRegressionOrder

The AutoRegressionOrder property determines autoregression order.
EquationType

The EquationType property determines the type of the model analyzed in the test.
MissingData

The MissingData property returns the method of missing data treatment.
ModelCoefficients

The ModelCoefficients property returns parameters of model coefficients.
ModelPeriod

The ModelPeriod property determines sample period parameters.
Serie

The Serie property determines a source data series.
SummaryStatistics

The SummaryStatistics property returns summary statistics.
TestedSeries

The TestedSeries property determines the type of tested series.
UseAutomaticAROrderSelection

The UseAutomaticAROrderSelection property determines whether lag autoselection is to be used.

Properties inherited from IStatMethod

  Property name Brief description
DisplayName The DisplayName property returns the displayed method name.
ErrorByStatus The ErrorByStatus property returns an error message by the error number.
Errors The Errors property returns a message with all the errors and warnings.
Name The Name property returns the internal method name.
PerformanceTime The PerformanceTime property returns method execution time.
Status The Status property returns the method execution status.
SupportsR The SupportsR property returns whether statistical method can be calculated via R package.
UseR The UseR property determines whether statistical method is calculated via the R package.
WarningByStatus The WarningByStatus property returns a warning text by its number.
Warnings The Warnings property returns the warnings that occurred on method calculation.
WarningsCount The WarningsCount property returns the number of warnings that occurred on method calculation.
WarningsNumbers The WarningsNumbers property returns numbers of the warnings that occurred on method calculation.

Methods inherited from IStatMethod

  Method Name Brief description
Clone The Clone method clones a statistical method object.
Execute The Execute method executes a statistical method.
LoadFromXML The LoadFromXML method loads statistical method settings from XML code.
SaveToXML The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Classes | Augmented Dickey-Fuller Test