Enum KpssLags 

pub enum KpssLags {
    Hobijn,
    Schwert,
    Fixed(usize),
}

The truncation lag of the Newey-West long-run variance in kpss_test.

Variants

Hobijn

Hobijn, Franses & Ooms (1998): chosen from the residuals’ own autocovariances (statsmodels’ default, nlags="auto").

Schwert

Schwert (1989): ⌈12·(n/100)^¼⌉ (statsmodels nlags="legacy").

Fixed(usize)

Exactly this many, below n.

Trait Implementations

impl Clone for KpssLags

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 KpssLags

impl Debug for KpssLags

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

Formats the value using the given formatter.

impl Eq for KpssLags

impl PartialEq for KpssLags

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for KpssLags