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ADFTest Constructor

Initializes an instance of ADFTest class.

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

Parameters

significanceLevel
Type: SystemDouble
The nominal significance level for the test between 0.001 and 0.999.
numberOfLags
Type: SystemInt32
The non-negative integer indicating the number of lagged changes of series to include in the model.
modelType
Type: FinMath.Statistics.HypothesisTestingADFTestTimeSeriesModelType
The enum indicating the model variant. See ADFTestTimeSeriesModelType.
See Also