pub enum UnitRootTest {
Kpss,
Adf,
}Expand description
Which unit-root test drives the sequence.
Variants§
Kpss
Kwiatkowski–Phillips–Schmidt–Shin level statistic with Bartlett/
Newey–West long-run variance, bandwidth ⌊4 (T/100)^{1/4}⌋.
Adf
Augmented Dickey–Fuller with constant; augmentation lag chosen by BIC on the differenced series (the “lag by tsorder” rule).
Trait Implementations§
Source§impl Clone for UnitRootTest
impl Clone for UnitRootTest
Source§fn clone(&self) -> UnitRootTest
fn clone(&self) -> UnitRootTest
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreimpl Copy for UnitRootTest
Source§impl Debug for UnitRootTest
impl Debug for UnitRootTest
impl Eq for UnitRootTest
Source§impl PartialEq for UnitRootTest
impl PartialEq for UnitRootTest
impl StructuralPartialEq for UnitRootTest
Auto Trait Implementations§
impl Freeze for UnitRootTest
impl RefUnwindSafe for UnitRootTest
impl Send for UnitRootTest
impl Sync for UnitRootTest
impl Unpin for UnitRootTest
impl UnsafeUnpin for UnitRootTest
impl UnwindSafe for UnitRootTest
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more