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

Initializes an instance of KpssTest with sliding window.

Namespace:  FinAnalysis.TA
Assembly:  FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
Syntax
C#
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.
See Also