arch.unitroot.cointegration.PhillipsOuliarisTestResults

class arch.unitroot.cointegration.PhillipsOuliarisTestResults(stat, pvalue, crit_vals, null='No Cointegration', alternative='Cointegration', trend='c', order=2, xsection=None, test_type='Za', kernel_est=None, rho=0.0)[source]
Attributes
alternative_hypothesis

The alternative hypothesis

bandwidth

Bandwidth used by the long-run covariance estimator

cointegrating_vector

The estimated cointegrating vector.

critical_values

Critical Values

distribution_order

The number of stochastic trends under the null hypothesis.

kernel

Name of the long-run covariance estimator

name

Sets or gets the name of the cointegration test

null_hypothesis

The null hypothesis

pvalue

The p-value of the test statistic.

resid

The residual from the cointegrating regression.

stat

The test statistic.

trend

The trend used in the cointegrating regression

Methods

plot([axes, title])

Plot the cointegration residuals.

summary()

Summary of test, containing statistic, p-value and critical values

Methods

plot([axes, title])

Plot the cointegration residuals.

summary()

Summary of test, containing statistic, p-value and critical values

Properties

alternative_hypothesis

The alternative hypothesis

bandwidth

Bandwidth used by the long-run covariance estimator

cointegrating_vector

The estimated cointegrating vector.

critical_values

Critical Values

distribution_order

The number of stochastic trends under the null hypothesis.

kernel

Name of the long-run covariance estimator

name

Sets or gets the name of the cointegration test

null_hypothesis

The null hypothesis

pvalue

The p-value of the test statistic.

resid

The residual from the cointegrating regression.

stat

The test statistic.

trend

The trend used in the cointegrating regression