Assembly: Stat;
The IUnitRootTestStatistic interface is used to work with test statistics for unit root tests.
IUnitRootTestStatistic
To execute unit root tests, use the following interfaces:
ISmAugmentDickeyFullerTest. The Dickey-Fuller extended test.
ISmDickeyFullerGLSTest. The Dickey-Fuller generalized test.
ISmElliotRothenbergStockTest. The Elliot-Rothenberg-Stock test.
ISmKwiatkowskiPhillipsSchmidtShinTest. The Kwiatkowski-Phillips-Schmidt-Shin test.
ISmNgPerronTest. The Ng-Perron test.
ISmPhillipsPerronTest. The Phillips-Perron test.
| Property name | Brief description | |
|
CriticalValues | The CriticalValues property returns critical values. |
|
Probability | The Probability property returns probability value. |
|
Statistic | The Statistic property returns statistics value. |
See also:
Stat Assembly Interfaces | Single Roots Test