Stationarity_KPSS

scalation.modeling.forecasting.Stationarity_KPSS
See theStationarity_KPSS companion class

The companion object for KPSS class, containing critical value coefficients needed in KPSS tests for Time Series Stationarity around a deterministic trend.

Attributes

Companion
class
Graph
Supertypes
class Object
trait Matchable
class Any
Self type

Members list

Value members

Concrete fields

val coeffKpss: HashMap[String, HashMap[Double, HashMap[Int, VectorD]]]