arch.unitroot.cointegration.DynamicOLSResults.summary¶

DynamicOLSResults.summary(full: bool = False) → Summary[source]¶

Summary of the model, containing estimated parameters and std. errors

Parameters:¶

full: bool = False¶

Flag indicating whether to include all estimated parameters (True) or only the parameters of the cointegrating vector

Returns:¶

A summary instance with method that support export to text, csv or latex.

Return type:¶

Summary