arch.unitroot.cointegration.DynamicOLSResults.summary

DynamicOLSResults.summary(full=False)[source]

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

Parameters
fullbool, default False

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

Returns
Summary

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

Return type

Summary