/adf

Augmented Dickey-Fuller implementation in Go

Primary LanguageGoApache License 2.0Apache-2.0

adf

GoDoc

ADF is a Go library for running the Augmented Dickey-Fuller test on data to determine stationarity.

Getting started

API documentation is available via godoc.

License

Copyright 2016 President and Fellows of Harvard College

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.