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arch 6.3.0

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Unit Root Testing
- Introduction
- Unit Root Testing Examples
- Unit Root Testing
  Unit Root Testing
  - arch.unitroot.ADF
  - arch.unitroot.DFGLS
    
    arch.unitroot.DFGLS
    
    Carch.unitroot.DFGLS
    
    Carch.unitroot.DFGLS
    
    arch.unitroot.DFGLS.summary
    
    arch.unitroot.DFGLS.alternative_hypothesis
    
    arch.unitroot.DFGLS.critical_values
    
    arch.unitroot.DFGLS.lags
    
    arch.unitroot.DFGLS.max_lags
    
    arch.unitroot.DFGLS.nobs
    
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    arch.unitroot.DFGLS.pvalue arch.unitroot.DFGLS.pvalue
    Contents
    
    PDFGLS.pvalue
    
    arch.unitroot.DFGLS.regression
    
    arch.unitroot.DFGLS.stat
    
    arch.unitroot.DFGLS.trend
    
    arch.unitroot.DFGLS.valid_trends
    
    arch.unitroot.DFGLS.y
  - arch.unitroot.PhillipsPerron
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  - arch.unitroot.VarianceRatio
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  - Automatic Bandwidth Selection
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Contents

PDFGLS.pvalue

arch.unitroot.DFGLS.pvalue¶

property DFGLS.pvalue : float¶: Returns the p-value for the test statistic

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