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arch 7.2.0

arch.unitroot.PhillipsPerron.stat

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arch 7.2.0

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.PhillipsPerron
    
    arch.unitroot.PhillipsPerron
    
    Carch.unitroot.PhillipsPerron
    
    Carch.unitroot.PhillipsPerron
    
    arch.unitroot.PhillipsPerron.summary
    
    arch.unitroot.PhillipsPerron.alternative_hypothesis
    
    arch.unitroot.PhillipsPerron.critical_values
    
    arch.unitroot.PhillipsPerron.lags
    
    arch.unitroot.PhillipsPerron.nobs
    
    arch.unitroot.PhillipsPerron.null_hypothesis
    
    arch.unitroot.PhillipsPerron.pvalue
    
    arch.unitroot.PhillipsPerron.regression
    
    arch.unitroot.PhillipsPerron.stat arch.unitroot.PhillipsPerron.stat
    Contents
    
    PPhillipsPerron.stat
    
    arch.unitroot.PhillipsPerron.test_type
    
    arch.unitroot.PhillipsPerron.trend
    
    arch.unitroot.PhillipsPerron.valid_trends
    
    arch.unitroot.PhillipsPerron.y
  - arch.unitroot.ZivotAndrews
  - arch.unitroot.VarianceRatio
  - arch.unitroot.KPSS
  - Automatic Bandwidth Selection
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Common Type Definitions
Change Log

Contents

PPhillipsPerron.stat

arch.unitroot.PhillipsPerron.stat¶

property PhillipsPerron.stat : float¶: The test statistic for a unit root

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