statsmodels.tsa.ardl.UECM.from_ardl¶
-
classmethod UECM.from_ardl(ardl, missing=
'none'
)[source]¶ Construct a UECM from an ARDL model
- Parameters:¶
- ardl
ARDL
The ARDL model instance
- missing{“none”, “drop”, “raise”},
default
“none” How to treat missing observations.
- ardl
- Returns:¶
UECM
The UECM model instance
Notes
The lag requirements for a UECM are stricter than for an ARDL. Any variable that is included in the UECM must have a lag length of at least 1. Additionally, the included lags must be contiguous starting at 0 if non-causal or 1 if causal.
Last update:
Oct 08, 2024