Skip to content

arch 6.3.0

arch.unitroot.VarianceRatio.stat

Initializing search

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.PhillipsPerron
  - arch.unitroot.ZivotAndrews
  - arch.unitroot.VarianceRatio
    
    arch.unitroot.VarianceRatio
    
    Carch.unitroot.VarianceRatio
    
    Carch.unitroot.VarianceRatio
    
    arch.unitroot.VarianceRatio.summary
    
    arch.unitroot.VarianceRatio.alternative_hypothesis
    
    arch.unitroot.VarianceRatio.critical_values
    
    arch.unitroot.VarianceRatio.debiased
    
    arch.unitroot.VarianceRatio.lags
    
    arch.unitroot.VarianceRatio.nobs
    
    arch.unitroot.VarianceRatio.null_hypothesis
    
    arch.unitroot.VarianceRatio.overlap
    
    arch.unitroot.VarianceRatio.pvalue
    
    arch.unitroot.VarianceRatio.robust
    
    arch.unitroot.VarianceRatio.stat arch.unitroot.VarianceRatio.stat
    Contents
    
    PVarianceRatio.stat
    
    arch.unitroot.VarianceRatio.trend
    
    arch.unitroot.VarianceRatio.valid_trends
    
    arch.unitroot.VarianceRatio.vr
    
    arch.unitroot.VarianceRatio.y
  - arch.unitroot.KPSS
  - Automatic Bandwidth Selection
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Contents

PVarianceRatio.stat

arch.unitroot.VarianceRatio.stat¶

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

Previous arch.unitroot.VarianceRatio.robust

Next arch.unitroot.VarianceRatio.trend

© Copyright 2021, Kevin Sheppard.

Created using Sphinx 7.2.6. and Sphinx-Immaterial