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arch 4.13 (+31) arch.unitroot.cointegration.EngleGrangerTestResults.trend

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

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
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arch.unitroot.cointegration.EngleGrangerTestResults.trend¶

property EngleGrangerTestResults.trend¶

The trend used in the cointegrating regression

Return type: str

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