adf_stat< LAG_policy > Struct Template Reference

Contains the functor to evaluate the test statistic, according to LAG_policy. More...

#include <ADF_comp_stat.hpp>

Public Member Functions
double	operator() (const KO_Traits::StoringVector &x, const KO_Traits::StoringMatrix &z) const
	Computing ADF-test statistic.

Detailed Description

template<class LAG_policy>
struct adf_stat< LAG_policy >

Contains the functor to evaluate the test statistic, according to LAG_policy.

Template Parameters

LAG_policy

policy to select how to evaluate the test statistic (if considering lag order bigger than one)

Member Function Documentation

operator()()

template<class LAG_policy>

double adf_stat< LAG_policy >::operator() ( const KO_Traits::StoringVector & x, const KO_Traits::StoringMatrix & z ) const

inline

Computing ADF-test statistic.

Parameters

x	time series
z	embedded time series (embedding to be coherent with the policy used)

Returns

ADF-test statistic

---

The documentation for this struct was generated from the following file:

• src/ADF_comp_stat.hpp