unit_root/
prelude.rs

1// Copyright (c) 2022. Sebastien Soudan
2//
3// Licensed under the Apache License, Version 2.0 (the "License");
4// you may not use this file except in compliance with the License.
5// You may obtain a copy of the License at
6//
7//     http:www.apache.org/licenses/LICENSE-2.0
8//
9// Unless required by applicable law or agreed to in writing, software
10// distributed under the License is distributed on an "AS IS" BASIS,
11// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12// See the License for the specific language governing permissions and
13// limitations under the License.
14
15//! unit_root is a library for testing for unit roots in time series.
16//! This is the public API. Enjoy!
17
18/// Re-export what we need from nalgebra
19pub mod nalgebra {
20    pub use nalgebra::DVector;
21}
22
23/// Errors
24pub use crate::Error;
25
26/// Tools
27pub mod tools {
28    /// Augmented Dickey-Fuller test
29    pub use crate::tools::adf::adf_test;
30    /// Dickey-Fuller test
31    pub use crate::tools::dickeyfuller::dickeyfuller_test;
32    pub use crate::tools::Report;
33}
34
35/// Distributions
36pub mod distrib {
37    /// Dickey-Fuller distribution
38    pub mod dickeyfuller {
39        pub use crate::distrib::dickeyfuller::{
40            constant_no_trend_critical_value, constant_trend_critical_value, get_critical_value,
41            no_constant_no_trend_critical_value,
42        };
43    }
44    pub use crate::distrib::{AlphaLevel, Regression};
45}
unit_root/prelude.rs

unit_root/
prelude.rs
