Enum AdfLags 

pub enum AdfLags {
    Aic {
        max: Option<usize>,
    },
    Fixed(usize),
}

How adf_test chooses the number of lagged differences.

Variants

Aic

The count from 0 to max with the smallest AIC, every candidate fitted on the same observations (those the largest count leaves), then the chosen count refitted on all the observations it leaves. max None is Schwert’s rule, ⌊12·(n/100)^¼⌋, capped at n / 3.

Fields

max: Option<usize>

The largest count considered.

Fixed(usize)

Exactly this many.

Trait Implementations

impl Clone for AdfLags

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for AdfLags

impl Debug for AdfLags

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for AdfLags

fn default() -> Self

Returns the “default value” for a type.

impl Eq for AdfLags

impl PartialEq for AdfLags

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for AdfLags