Function unit_root::prelude::distrib::dickeyfuller::constant_no_trend_critical_value
source · pub fn constant_no_trend_critical_value<F: Float>(
sz: usize,
alpha: AlphaLevel
) -> Result<F, Error>
Expand description
Approximate Dickey-Fuller distribution for specific alpha levels for constant, no trend: $Δy_i = β_0 + β_1*y_{i-1} + ε_i$ Source: estimation values: https://www.real-statistics.com/statistics-tables/augmented-dickey-fuller-table/ equation: https://real-statistics.com/time-series-analysis/stochastic-processes/dickey-fuller-test/