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Unit Root Testing
The Unit Root Tests
arch.unitroot.PhillipsPerron

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
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arch.unitroot.PhillipsPerron.stat¶

property PhillipsPerron.stat¶

The test statistic for a unit root

Return type: float

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