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
- 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
- abstract def statistic(): Double
Compute test statistic.
Concrete Value Members
- final def !=(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
- final def ##: Int
- Definition Classes
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- final def ==(arg0: Any): Boolean
- Definition Classes
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- final def asInstanceOf[T0]: T0
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- def clone(): AnyRef
- Attributes
- protected[lang]
- Definition Classes
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- Annotations
- @throws(classOf[java.lang.CloneNotSupportedException]) @native() @HotSpotIntrinsicCandidate()
- var coeff: HashMap[Double, HashMap[Int, VectorD]]
- Attributes
- protected
- final def eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- def equals(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef → Any
- final def getClass(): Class[_ <: AnyRef]
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @HotSpotIntrinsicCandidate()
- def getPval(): Double
Get test pvalue.
- def getStat(): Double
Get test statistic.
- def getTrends(): VectorS
Get test valid trends.
- def hashCode(): Int
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @HotSpotIntrinsicCandidate()
- final def isInstanceOf[T0]: Boolean
- Definition Classes
- Any
- var lags: Int
- var lagsType: String
- Attributes
- protected
- var maxLags: Int
- Attributes
- protected
- final def ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- var newLags: Boolean
- Attributes
- protected
- var newTrend: Boolean
- Attributes
- protected
- var nobs: Int
- Attributes
- protected
- final def notify(): Unit
- Definition Classes
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- @native() @HotSpotIntrinsicCandidate()
- final def notifyAll(): Unit
- Definition Classes
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- Annotations
- @native() @HotSpotIntrinsicCandidate()
- var npar: Int
- Attributes
- protected
- def olsDetrend(): Unit
OLS demeaning or detrending.
OLS demeaning or detrending.
- Attributes
- protected
- var pval: Double
- Attributes
- protected
- def pvalue(): Double
Compute test statistic p-value.
- def setData(): Unit
Reset 'y' to the original data.
Reset 'y' to the original data.
- Attributes
- protected
- 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
- 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
- def setTrend(): Unit
Set regression trend.
Set regression trend.
- Attributes
- protected
- def show(): Unit
Output test results (can be overridden by derived classes).
- var stat: Double
- Attributes
- protected
- final def synchronized[T0](arg0: => T0): T0
- Definition Classes
- AnyRef
- var testName: String
- Attributes
- protected
- def toString(): String
- Definition Classes
- AnyRef → Any
- var trend: String
- var validTrends: VectorS
- Attributes
- protected
- final def wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- final def wait(arg0: Long): Unit
- Definition Classes
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- Annotations
- @throws(classOf[java.lang.InterruptedException]) @native()
- final def wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- var y: VectoD
- Attributes
- protected
Deprecated Value Members
- def finalize(): Unit
- Attributes
- protected[lang]
- Definition Classes
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- Annotations
- @throws(classOf[java.lang.Throwable]) @Deprecated
- Deprecated