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ch5oh
 Post subject: Is it planned to implement unit root test?
PostPosted: Thu Jul 18, 2013 2:12 pm 
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Joined: Thu Jul 18, 2013 1:56 pm
Posts: 4
ДВС!

Планируется ли реализация тестов на стационарность ряда (единичный корень)? Augmented Dickey-Fuller, Dickey-Fuller и/или других?

По виду в интернете отсутствует внятная реализация теста ADF для C# с исходниками. Есть один вариант на базе GSL, но заниматься P/Invoke как-то... неправильно.
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Sergey.Bochkanov
 Post subject: Re: Is it planned to implement unit root test?
PostPosted: Fri Jul 19, 2013 12:57 pm 
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Joined: Fri May 07, 2010 7:06 am
Posts: 906
Not now. At least, not in 3.8.0 and 3.9.0. Top priority tasks for these releases are data analysis, parallelism, high performance.
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