Packages

abstract class UnitRoot extends AnyRef

The UnitRoot abstract class provides a common framework for various unit root testers for Time Series Stationarity. This code is translated from the C++ code found in

See also

github.com/olmallet81/URT.

Linear Supertypes
AnyRef, Any
Known Subclasses
KPSS
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. UnitRoot
  2. AnyRef
  3. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Instance Constructors

  1. new UnitRoot(data: VectoD, lags: Int, trend: String)

    data

    the time series vector

    lags

    the number of lags to use

    trend

    type of trend to test for

Abstract Value Members

  1. abstract def statistic(): Double

    Compute test statistic.

Concrete Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  6. var coeff: HashMap[Double, HashMap[Int, VectorD]]
    Attributes
    protected
  7. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  8. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  9. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  10. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  11. def getPval(): Double

    Get test pvalue.

  12. def getStat(): Double

    Get test statistic.

  13. def getTrends(): VectorS

    Get test valid trends.

  14. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  15. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  16. var lags: Int
  17. var lagsType: String
    Attributes
    protected
  18. var maxLags: Int
    Attributes
    protected
  19. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  20. var newLags: Boolean
    Attributes
    protected
  21. var newTrend: Boolean
    Attributes
    protected
  22. var nobs: Int
    Attributes
    protected
  23. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  24. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  25. var npar: Int
    Attributes
    protected
  26. def olsDetrend(): Unit

    OLS demeaning or detrending.

    OLS demeaning or detrending.

    Attributes
    protected
  27. var pval: Double
    Attributes
    protected
  28. def pvalue(): Double

    Compute test statistic p-value.

  29. def setData(): Unit

    Reset 'y' to the original data.

    Reset 'y' to the original data.

    Attributes
    protected
  30. def setLags(): Unit

    Set number of lags, checking input validity.

    Set number of lags, checking input validity. This method needs to know optim so it needs to be run after set_method ().

    Attributes
    protected
  31. def setLagsType(): Unit

    Set lags type long or short for PP and KPSS default lags value or ADF and DFGLS default maxlags value.

    Set lags type long or short for PP and KPSS default lags value or ADF and DFGLS default maxlags value.

    Attributes
    protected
  32. def setTrend(): Unit

    Set regression trend.

    Set regression trend.

    Attributes
    protected
  33. def show(): Unit

    Output test results (can be overridden by derived classes).

  34. var stat: Double
    Attributes
    protected
  35. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  36. var testName: String
    Attributes
    protected
  37. def toString(): String
    Definition Classes
    AnyRef → Any
  38. var trend: String
  39. var validTrends: VectorS
    Attributes
    protected
  40. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  41. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  42. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  43. var y: VectoD
    Attributes
    protected

Inherited from AnyRef

Inherited from Any

Ungrouped