TimeSeriesModels..::..DickeyFullerStatistic Method
Overload List
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DickeyFullerStatistic(IOhlcValueArrays) |
Perform Dickey-Fuller test of stationarity. In this test, the dependent variable is the absolute
difference of consecutive values, and free variable is the time series value itself. Hypothesis being
tested is that there is a unit root (process is stationary). The null hypothesis is non-stationarity.
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DickeyFullerStatistic(IReadOnlyList<(Of <<'(Double>)>>)) |