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arch 4.13 (+31) arch.unitroot.cointegration.DynamicOLSResults.rsquared

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

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.cointegration.DynamicOLSResults.rsquared¶

property DynamicOLSResults.rsquared¶

The model R²

Return type: float

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