unit-root-0.5.0
- unit-root 0.5.0
- Docs.rs crate page
- Apache-2.0
- Links
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- crates.io
- Source
- Owners
- ssoudan
- Dependencies
- nalgebra ^0 normal
  
  num-traits ^0 normal
  
  rand ^0 normal
  
  rand_distr ^0 normal
  
  thiserror ^1 normal
  
  approx ^0 dev
  
  criterion ^0 dev
  
  rand ^0 dev
  
  rand_chacha ^0 dev
  
  rand_distr ^0 dev
- Versions
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docs.rs

Rust

Module adf

Functions

Module unit_root::prelude::tools::adf

source · [−]

Expand description

Augmented Dickey-Fuller test

Functions

constant_no_trend_test

Augmented Dickey-Fuller test