pub fn adf_test<F: RealField + Scalar + Float>(
y: &DVector<F>,
lag: usize,
regression: Regression,
) -> Result<Report<F>, Error>Expand description
Augmented Dickey-Fuller test Augmented Dickey-Fuller test
- Constant and no trend model
- Fixed lag
- y must have strictly more than n + 1 elements.