Record Class CointegrationTest.EngleGrangerResult

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.CointegrationTest.EngleGrangerResult
Enclosing class:
CointegrationTest
public static record CointegrationTest.EngleGrangerResult(double hedgeRatio, double intercept, double adfTStatistic, boolean cointegrated1pct, boolean cointegrated5pct, boolean cointegrated10pct) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    EngleGrangerResult(double hedgeRatio, double intercept, double adfTStatistic, boolean cointegrated1pct, boolean cointegrated5pct, boolean cointegrated10pct)
    Creates an instance of a EngleGrangerResult record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    adfTStatistic()
    Returns the value of the adfTStatistic record component.
    boolean
    cointegrated10pct()
    Returns the value of the cointegrated10pct record component.
    boolean
    cointegrated1pct()
    Returns the value of the cointegrated1pct record component.
    boolean
    cointegrated5pct()
    Returns the value of the cointegrated5pct record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    hedgeRatio()
    Returns the value of the hedgeRatio record component.
    double
    intercept()
    Returns the value of the intercept record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • EngleGrangerResult

      public EngleGrangerResult(double hedgeRatio, double intercept, double adfTStatistic, boolean cointegrated1pct, boolean cointegrated5pct, boolean cointegrated10pct)
      Creates an instance of a EngleGrangerResult record class.
      Parameters:
      hedgeRatio - the value for the hedgeRatio record component
      intercept - the value for the intercept record component
      adfTStatistic - the value for the adfTStatistic record component
      cointegrated1pct - the value for the cointegrated1pct record component
      cointegrated5pct - the value for the cointegrated5pct record component
      cointegrated10pct - the value for the cointegrated10pct record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • hedgeRatio

      public double hedgeRatio()
      Returns the value of the hedgeRatio record component.
      Returns:
      the value of the hedgeRatio record component

    • intercept

      public double intercept()
      Returns the value of the intercept record component.
      Returns:
      the value of the intercept record component

    • adfTStatistic

      public double adfTStatistic()
      Returns the value of the adfTStatistic record component.
      Returns:
      the value of the adfTStatistic record component

    • cointegrated1pct

      public boolean cointegrated1pct()
      Returns the value of the cointegrated1pct record component.
      Returns:
      the value of the cointegrated1pct record component

    • cointegrated5pct

      public boolean cointegrated5pct()
      Returns the value of the cointegrated5pct record component.
      Returns:
      the value of the cointegrated5pct record component

    • cointegrated10pct

      public boolean cointegrated10pct()
      Returns the value of the cointegrated10pct record component.
      Returns:
      the value of the cointegrated10pct record component