ADFTest Properties |
The ADFTest type exposes the following members.
Properties| Name | Description | |||||
|---|---|---|---|---|---|---|
 | AcceptanceRegionLeft |
Region of acceptance left border.
We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance.
http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionLeft.) | ||||
| AcceptanceRegionRight |
Region of acceptance right border.
We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance.
http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionRight.) | ||||
| Alpha |
The intercept constant or drift.
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| Beta |
The coefficient on a time trend.
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| CValue |
The c-value of the test statistic.
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| Decision |
The decision for the test:
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| DecisionPrinciple |
Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.
(Inherited from HypothesisTest.) | ||||
| Delta |
The vector of coefficients of lagged derivatives.
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| Gamma |
The coefficient presenting the process' root, i.e. the focus of testing.
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| PValue |
The probability of obtaining a test statistic at least as extreme
as the one that was actually observed, assuming that the null hypothesis is true.
http://en.wikipedia.org/wiki/P-value
(Overrides HypothesisTestPValue.) | ||||
| SignificanceLevel |
Significance level.
http://en.wikipedia.org/wiki/Statistical_significance
(Inherited from HypothesisTest.) | ||||
| SSE |
The sum of squared errors.
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| Statistic |
The statistic of KPSS test.
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| Statistics |
Test statistics.
http://en.wikipedia.org/wiki/Test_statistic
(Inherited from HypothesisTest.) |
See Also