arch.bootstrap.SPA.better_models¶
-
SPA.better_models(pvalue: float =
0.05
, pvalue_type: 'lower' | 'consistent' | 'upper' ='consistent'
) ndarray | list[Hashable] [source]¶ Returns set of models rejected as being equal-or-worse than the benchmark
- Parameters:¶
- Returns:¶
indices – List of column names or indices of the superior models. Column names are returned if models is a DataFrame.
- Return type:¶
Notes
List of superior models returned is always with respect to the initial set of models, even when using subset().