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arch.unitroot.ADF.y
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    • Univariate Volatility Models
    • Bootstrapping
    • Multiple Comparison Problems
    • Unit Root Testing
      • Introduction
      • Unit Root Testing Examples
      • Unit Root Testing
        • arch.unitroot.ADF
          • C arch.unitroot.ADF
            • arch.unitroot.ADF.summary
            • arch.unitroot.ADF.alternative_hypothesis
            • arch.unitroot.ADF.critical_values
            • arch.unitroot.ADF.lags
            • arch.unitroot.ADF.max_lags
            • arch.unitroot.ADF.nobs
            • arch.unitroot.ADF.null_hypothesis
            • arch.unitroot.ADF.pvalue
            • arch.unitroot.ADF.regression
            • arch.unitroot.ADF.stat
            • arch.unitroot.ADF.trend
            • arch.unitroot.ADF.valid_trends
            • arch.unitroot.ADF.y
              • P ADF.y
        • arch.unitroot.DFGLS
        • arch.unitroot.PhillipsPerron
        • arch.unitroot.ZivotAndrews
        • arch.unitroot.VarianceRatio
        • arch.unitroot.KPSS
        • Automatic Bandwidth Selection
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Data Sets
    • Warnings and Exceptions
    • Common Type Definitions
    • Contributing
    • Change Log
    • P ADF.y

    arch.unitroot.ADF.y¶

    property ADF.y : ndarray | DataFrame | Series¶

    The data used in the test statistic.

    © Copyright 2021, Kevin Sheppard.
    Created using Sphinx 9.1.1. and Sphinx-Immaterial