statsmodels.tsa.vector_ar.vecm.VECMResults.summary

VECMResults.summary(alpha=0.05)[source]

Return a summary of the estimation results.

Parameters:
alphafloat 0 < alpha < 1, default 0.05

Significance level of the shown confidence intervals.

Returns:
summarystatsmodels.iolib.summary.Summary

A summary containing information about estimated parameters.


Last update: Feb 28, 2024