statsmodels.tsa.stattools.RangeUnitRootTestResult#

class statsmodels.tsa.stattools.RangeUnitRootTestResult(rur_stat, p_value, crit, resstore)[source]#

Result of range_unit_root_test when use_namedtuple=True.

Parameters:
rur_statfloat

The RUR test statistic.

p_valuefloat

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).

critdict[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.

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

crit

Alias for field number 2

p_value

Alias for field number 1

resstore

Alias for field number 3

rur_stat

Alias for field number 0