CaseLagOrderADF Struct Reference

Functor returning the values for which computing ratio for computing ADF-test statistic. Lag orders bigger than one are considered. More...

#include <ADF_policies.hpp>

Public Member Functions
std::array< double, 2 >	operator() (const KO_Traits::StoringVector &x, const KO_Traits::StoringMatrix &z) const
	Retains the coefficients for the ADF-test statistic, using lag orders.

Detailed Description

Functor returning the values for which computing ratio for computing ADF-test statistic. Lag orders bigger than one are considered.

Member Function Documentation

operator()()

std::array< double, 2 > CaseLagOrderADF::operator() ( const KO_Traits::StoringVector & x, const KO_Traits::StoringMatrix & z ) const

inline

Retains the coefficients for the ADF-test statistic, using lag orders.

Parameters

x	time series (dimensions: (n+1) x 1, n number of time instants)
z	embedded time series (dimensions: (n+1-k_used) x k_used, n number of time instants)

Returns

array containing the number for which the ratio gives back the ADF-test statistic

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

• src/ADF_policies.hpp