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

Contents

PZivotAndrews.stat

arch.unitroot.ZivotAndrews.stat¶

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

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© Copyright 2021, Kevin Sheppard.

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