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Re: How to use AugmentedDickeyFuller object in suanShu ?

Home 21090308 Forums Re: How to use AugmentedDickeyFuller object in suanShu ?

#2178
rafia
Member

yes,

// at the start of the program I save the ratio betwin two pairs.
if (coeff == 0)
coeff = parseur.eurjpyBid / parseur.eurusdAsk;

//I save a value in a personal object
residu.addValeur(parseur.eurjpyBid – coeff * parseur.eurusdAsk);

AugmentedDickeyFuller stationarite = null;
if (residu.pret) // if my table are full ->
stationarite = new AugmentedDickeyFuller(residu.getValeurs()); // I construct the object (residu.getValeurs() return -> double[])

system.out.println(stationarite.k); // here stationarite is null