statsmodels.tsa.vector_ar.vecm.VECMResults.summary

VECMResults.summary(alpha=0.05)[source]

Return a summary of the estimation results.

Parameters:alpha (float 0 < alpha < 1, default 0.05) – Significance level of the shown confidence intervals.
Returns:summary – A summary containing information about estimated parameters.
Return type:statsmodels.iolib.summary.Summary