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arch 6.3.0

arch.unitroot.PhillipsPerron.pvalue

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arch 6.3.0

Univariate Volatility Models
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Multiple Comparison Problems
Unit Root Testing
Unit Root Testing
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  Unit Root Testing
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    Contents
    
    PPhillipsPerron.pvalue
    
    arch.unitroot.PhillipsPerron.regression
    
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Cointegration Analysis
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Contents

PPhillipsPerron.pvalue

arch.unitroot.PhillipsPerron.pvalue¶

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

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