pub fn adf_statistic(
trajectory: &[(i64, &[f32])],
) -> Result<f32, AnalyticsError>Expand description
Augmented Dickey-Fuller (ADF) test statistic for stationarity.
Returns the ADF test statistic. More negative values indicate stronger evidence against the unit root (i.e., more stationary).
Computed on the L2 norm of the trajectory vectors.