Package com.opengamma.timeseries.precise.instant

Examples of com.opengamma.timeseries.precise.instant.InstantDoubleTimeSeries

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    new LiMcLeodPortmanteauIIDHypothesis(0.05, 0);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testInsufficientData() {
    final InstantDoubleTimeSeries subSeries = RANDOM.subSeries(RANDOM.getTimeAtIndex(0), RANDOM.getTimeAtIndex(3));
    LI_MCLEOD.evaluate(subSeries);
  }
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    new PortmanteauIIDHypothesis(0.05, 0);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testInsufficientData() {
    final InstantDoubleTimeSeries subSeries = RANDOM.subSeries(RANDOM.getTimeAtIndex(0), RANDOM.getTimeAtIndex(3));
    TEST.evaluate(subSeries);
  }
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    new SampleAutocorrelationIIDHypothesis(0.05, 0);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testInsufficientData() {
    final InstantDoubleTimeSeries subSeries = RANDOM.subSeries(RANDOM.getTimeAtIndex(0), RANDOM.getTimeAtIndex(3));
    SAMPLE_ACF.evaluate(subSeries);
  }
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    assertEquals(ImmutableInstantDoubleTimeSeries.class, cycleObject.getClass());
    assertEquals(ts, cycleObject);
  }

  public void testCycle3() {
    InstantDoubleTimeSeries cycleObject = cycleObject(InstantDoubleTimeSeries.class, ts);
    assertEquals(ImmutableInstantDoubleTimeSeries.class, cycleObject.getClass());
    assertEquals(ts, cycleObject);
  }
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Related Classes of com.opengamma.timeseries.precise.instant.InstantDoubleTimeSeries

  • com.opengamma.analytics.financial.timeseries.analysis.LiMcLeodPortmanteauIIDHypothesisTest
  • com.opengamma.analytics.financial.timeseries.analysis.PortmanteauIIDHypothesisTest
  • com.opengamma.analytics.financial.timeseries.analysis.SampleAutocorrelationIIDHypothesisTest
  • com.opengamma.util.fudgemsg.timeseries.ImmutableInstantDoubleTimeSeriesFudgeEncodingTest
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