se.alipsa.groovy.stats.timeseries.UnitRoot.groovy Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of matrix-stats Show documentation
Show all versions of matrix-stats Show documentation
Statistical hypothesis tests based on Matrix data.
The newest version!
package se.alipsa.groovy.stats.timeseries
/**
* a unit root test tests whether a time series variable is non-stationary and possesses a unit root.
* The null hypothesis is generally defined as the presence of a unit root and the alternative hypothesis
* is either stationarity, trend stationarity or explosive root depending on the test used.
*/
class UnitRoot {
}