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arch.unitroot.KPSS.valid_trends

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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
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  - arch.unitroot.ZivotAndrews
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  - arch.unitroot.KPSS
    
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    Carch.unitroot.KPSS
    
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    Contents
    
    PKPSS.valid_trends
    
    arch.unitroot.KPSS.y
  - Automatic Bandwidth Selection
Cointegration Analysis
Long-run Covariance Estimation
API Reference
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Contents

PKPSS.valid_trends

arch.unitroot.KPSS.valid_trends¶

property KPSS.valid_trends : list[str]¶: List of valid trend terms.

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© Copyright 2021, Kevin Sheppard.

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