statsmodels.tsa.ardl.UECM.from_ardl¶

classmethod UECM.from_ardl(ardl, missing='none')[source]¶

Construct a UECM from an ARDL model

Parameters:¶

ardl : ARDL¶

The ARDL model instance

missing : {"none", "drop", "raise"}, default "none"¶

How to treat missing observations.

Returns:¶

The UECM model instance

Return type:¶

UECM

Notes

The lag requirements for a UECM are stricter than for an ARDL. Any variable that is included in the UECM must have a lag length of at least 1. Additionally, the included lags must be contiguous starting at 0 if non-causal or 1 if causal.