nsdiffsAuto function

int nsdiffsAuto(
  1. List<double> x,
  2. int s
)

Automatic nsdiffs selection: evaluate OCSB and CH together

Implementation

int nsdiffsAuto(List<double> x, int s){
  final r1=ocsb(x, s);
  final r2=canovaHansen(x, s);
  // Simple rule: recommend D=1 if OCSB t < -1.645 or CH > critical ~ 0.269
  final ocWant = (!r1.stat.isNaN) && (r1.stat < -1.645);
  final chWant = (!r2.stat.isNaN) && (r2.stat > 0.269);
  return (ocWant || chWant) ? 1 : 0;
}