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| Is it planned to implement unit root test? http://forum.alglib.net/viewtopic.php?f=2&t=887 |
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| Author: | ch5oh [ Thu Jul 18, 2013 2:12 pm ] |
| Post subject: | Is it planned to implement unit root test? |
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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| Author: | Sergey.Bochkanov [ Fri Jul 19, 2013 12:57 pm ] |
| Post subject: | Re: Is it planned to implement unit root test? |
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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