Cointegration Tests =================== .. module:: arch.unitroot.cointegration :synopsis: Cointegration tests and estimation .. currentmodule:: arch.unitroot.cointegration .. autosummary:: :toctree: generated/ engle_granger phillips_ouliaris Cointegrating Vector Estimation =============================== .. autosummary:: :toctree: generated/ DynamicOLS FullyModifiedOLS CanonicalCointegratingReg Results Classes --------------- .. autosummary:: :toctree: generated/ CointegrationAnalysisResults DynamicOLSResults EngleGrangerTestResults PhillipsOuliarisTestResults