statsmodels.tsa.stattools.CointResult

class statsmodels.tsa.stattools.CointResult(coint_t, pvalue, crit_value)

Result of coint.

Parameters:

coint_tfloat

The t-statistic of unit-root test on residuals.

pvaluefloat

MacKinnon’s approximate, asymptotic p-value based on MacKinnon (1994).

crit_valuendarray

Critical values for the test statistic at the 1 %, 5 %, and 10 % levels based on regression curve. This depends on the number of observations.

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

coint_t	Alias for field number 0
crit_value	Alias for field number 2
pvalue	Alias for field number 1