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 the smallest probability level in Table 1 of Aparicio et al. (2006) whose critical value is larger than the statistic. The boundary value 0.01 is returned if the statistic is below the 1% critical value, and 0.95 if it is at or above the 95% critical value, that is, if the actual p-value is outside the interval (0.01, 0.95).
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.

Notes

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

Methods

Properties