KpssTest Constructor (Int32, TimeSpan, Double, Int32, Boolean)

public KpssTest(
	int updatePeriod,
	TimeSpan workingPeriod,
	double significanceLevel,
	int numberOfLags,
	bool includeTrend
)

Parameters

updatePeriod

Type: SystemInt32
The period of updating KpssTest values.

workingPeriod

Type: SystemTimeSpan
The time interval which defines recent values to use while performing KPSS test.

significanceLevel

Type: SystemDouble
The nominal significance level for the test.

numberOfLags

Type: SystemInt32
The non-negative integer indicating the number of autocovariance lags to include in the Newey-West estimator of the long-run variance.

includeTrend

Type: SystemBoolean
The boolean value indicating whether or not to include the deterministic trend term in the model.

Reference