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arch.unitroot.VarianceRatio.null_hypothesis

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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
  - arch.unitroot.ADF
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    Carch.unitroot.VarianceRatio
    
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    arch.unitroot.VarianceRatio.debiased
    
    arch.unitroot.VarianceRatio.lags
    
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    arch.unitroot.VarianceRatio.null_hypothesis arch.unitroot.VarianceRatio.null_hypothesis
    Contents
    
    PVarianceRatio.null_hypothesis
    
    arch.unitroot.VarianceRatio.overlap
    
    arch.unitroot.VarianceRatio.pvalue
    
    arch.unitroot.VarianceRatio.robust
    
    arch.unitroot.VarianceRatio.stat
    
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    arch.unitroot.VarianceRatio.valid_trends
    
    arch.unitroot.VarianceRatio.vr
    
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Cointegration Analysis
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Contents

PVarianceRatio.null_hypothesis

arch.unitroot.VarianceRatio.null_hypothesis¶

property VarianceRatio.null_hypothesis : str¶: The null hypothesis

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