statsmodels.tsa.ardl.BoundsTestResult

class statsmodels.tsa.ardl.BoundsTestResult(statistic, critical_values, pvalue, null, alternative)

Result of UECMResults.bounds_test, the PSS cointegration bounds test.

Parameters:

statisticfloat

The F-type test statistic favored in PSS.

critical_valuesDataFrame

The critical values for the test statistic, with columns “lower” and “upper” indexed by percentile.

pvalueSeries

The p-values corresponding to the “lower” and “upper” bounds of the test statistic.

nullstr

The null hypothesis, “No Cointegration”.

alternativestr

The alternative hypothesis, “Possible Cointegration”.

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

alternative	Alias for field number 4
critical_values	Alias for field number 1
null	Alias for field number 3
pvalue	Alias for field number 2
statistic	Alias for field number 0