statsmodels.tsa.vector_ar.vecm.VECMResults.summary¶

VECMResults.summary(alpha=0.05)[source]¶

Return a summary of the estimation results.

Parameters:¶

alpha=0.05¶

Significance level of the shown confidence intervals.

Returns:¶

summary – A summary containing information about estimated parameters.

Return type:¶

statsmodels.iolib.summary.Summary