DickeyFullerTestType Enumeration

Enumerates the types of regression used in the (Augmented) Dickey-Fuller Test.

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public enum DickeyFullerTestType

Visual Basic

Public Enumeration DickeyFullerTestType

C++/CLI

public enum class DickeyFullerTestType

type DickeyFullerTestType

NoConstant	0	A constant or trend is not included.
Constant	1	A constant term (drift) is included.
ConstandAndTrend	2	A constant term (drift) and a trend term are both included.