Support Board
Date/Time: Thu, 28 Nov 2024 10:43:09 +0000
Post From: Augmented Dickey-Fuller Test
| [2021-01-06 03:36:53] |
| SC Support Tom - Posts: 450 |
|
We will eventually get to this. This test is from the subject of Time Series Analysis, which I have started studying recently. Specifically, I am working through the book Introduction to Time Series and Forecasting by Brockwell and Davis. I am just a couple of chapters into the book at the moment, and the Augmented Dickey-Fuller Test is in the middle of the book. Eventually, Sierra Chart will have a complete set of Time Series Analysis tools, and this Test will be included. We ask for your patience in the mean time. |