ADFTestTimeSeriesModelType Enumeration |
Type of time series model to use while performing test.
Namespace: FinMath.Statistics.HypothesisTesting
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public enum TimeSeriesModelType
Members| Member name | Value | Description | |
|---|---|---|---|
| ModelTypeAR | 0 | Autoregressive. | |
| ModelTypeARD | 1 | Autoregressive with drift. | |
| ModelTypeTS | 2 | Trend stationary. |
See Also