Stationary tests #506
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jbaron
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General, ojAlgo and related code
Stationary tests
#506
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Don't know what that is, but googled it quickly. I would assume there is some foundation to build on. Perhaps look at the ARCH/GARCH model stuff: https://www.ojalgo.org/2022/07/generalized-autoregressive-conditional-heteroscedasticity/ |
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Thanks, that indeed looks like it could be a good starting point. |
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Would OjAlgo be a good foundation to build algorithms like ADF (Augmented Dickey Fuller) tests upon top?
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