Cointegration Tests

engle_granger(y, x[, trend, lags, max_lags, ...])	Test for cointegration within a set of time series.
phillips_ouliaris(y, x[, trend, test_type, ...])	Test for cointegration within a set of time series.

Cointegrating Vector Estimation

DynamicOLS(y, x[, trend, lags, leads, ...])	Dynamic OLS (DOLS) cointegrating vector estimation
FullyModifiedOLS(y, x[, trend, x_trend])	Fully Modified OLS cointegrating vector estimation.
CanonicalCointegratingReg(y, x[, trend, x_trend])	Canonical Cointegrating Regression cointegrating vector estimation.

Results Classes

CointegrationAnalysisResults(params, cov, ...)
DynamicOLSResults(params, cov, resid, lags, ...)	Estimation results for Dynamic OLS models
EngleGrangerTestResults(stat, pvalue, crit_vals)	Results class for Engle-Granger cointegration tests.
PhillipsOuliarisTestResults(stat, pvalue, ...)