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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.

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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. def getPval(): Double

    Get test pvalue.

  2. def getStat(): Double

    Get test statistic.

  3. def getTrends(): VectorS

    Get test valid trends.

  4. var lags: Int
  5. def pvalue(): Double

    Compute test statistic p-value.

  6. def show(): Unit

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

  7. var trend: String