statsmodels.tsa.stattools.RURResult#

class statsmodels.tsa.stattools.RURResult(statistic, pvalue, critical_values, resstore)[source]#

Result of range_unit_root_test when result_object=True.

Parameters:

statisticfloat: The RUR test statistic.
pvaluefloat: The p-value of the test. The p-value is interpolated from Table 1 in Aparicio et al. (2006), and a boundary point is returned if the test statistic is outside the table of critical values, that is, if the p-value is outside the interval (0.01, 0.1).
critical_valuesdict[str, float]: The critical values at 10%, 5%, 2.5% and 1%. Based on Aparicio et al. (2006).
resstoreResultsStore or None: An instance of a dummy class with results attached as attributes, if store was True, otherwise None.

Attributes:

Notes

Unpacks as statistic, pvalue = result. Other values are only accessible using attributes.

Methods

Properties