statsmodels.stats.diagnostic.PesaranTimmermannResult

class statsmodels.stats.diagnostic.PesaranTimmermannResult(statistic, pvalue, res_store)

Result of pesaran_timmermann.

Parameters:

statisticfloat

Normal test statistic.

pvaluefloat

P-value for the chosen alternative.

res_storeResultsStore or None

An instance of a dummy class with intermediate results attached as attributes, if store was True, otherwise None.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.

Properties

pvalue	Alias for field number 1
res_store	Alias for field number 2
statistic	Alias for field number 0