FinMath User Guide
FinMath User Guide
API Reference
FinMath.Statistics.HypothesisTesting
KPSSTest Class
KPSSTest Properties
AcceptanceRegionLeft Property
AcceptanceRegionRight Property
Alpha Property
Beta Property
CValue Property
Decision Property
PValue Property
SSE Property
Statistic Property
KPSSTest
Decision Property
The decision for the test:
true
if the null hypothesis is accepted (stationary).
false
if the null hypothesis is rejected (unit root).
Namespace:
FinMath.Statistics.HypothesisTesting
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public
bool
Decision
{
get
; }
Property Value
Type:
Boolean
See Also
Reference
KPSSTest Class
FinMath.Statistics.HypothesisTesting Namespace
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