Skip to content

arch 4.13 (+31) arch.unitroot.cointegration.CointegrationAnalysisResults.kernel

Type to start searching

Unit Root Testing
Cointegration Tests
arch.unitroot.cointegration.CointegrationAnalysisResults

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Show Source

arch.unitroot.cointegration.CointegrationAnalysisResults.kernel¶

property CointegrationAnalysisResults.kernel¶

The kernel used to estimate the covariance

Return type: str

Previous arch.unitroot.cointegration.CointegrationAnalysisResults.cov

Next arch.unitroot.cointegration.CointegrationAnalysisResults.long_run_variance

© Copyright 2019, Kevin Sheppard.

Created using Sphinx 3.0.1. and Material for Sphinx