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KPSSTest Constructor

Initializes an instance of KPSSTest class.

Namespace:  FinMath.Statistics.HypothesisTesting
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public KPSSTest(
	double significanceLevel,
	int numberOfLags,
	bool includeTrend
)

Parameters

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