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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.y¶

property PhillipsPerron.y¶

Returns the data used in the test statistic

Return type: Union[ndarray, DataFrame, Series]

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