statsmodels.tsa.stattools.RangeUnitRootTestResult#
- class statsmodels.tsa.stattools.RangeUnitRootTestResult(rur_stat, p_value, crit, resstore)[source]#
Result of
range_unit_root_testwhenuse_namedtuple=True.- Parameters:
- rur_stat
float The RUR test statistic.
- p_value
float 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).
- crit
dict[str,float] The critical values at 10%, 5%, 2.5% and 1%. Based on Aparicio et al. (2006).
- resstore
ResultsStoreorNone An instance of a dummy class with results attached as attributes, if
storewas True, otherwise None.
- rur_stat
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