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arch v7.2.1 (+2)

arch.unitroot.KPSS.valid_trends

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arch v7.2.1 (+2)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Unit Root Testing
- Introduction
- Unit Root Testing Examples
- Unit Root Testing
  Unit Root Testing
  - arch.unitroot.ADF
  - arch.unitroot.DFGLS
  - arch.unitroot.PhillipsPerron
  - arch.unitroot.ZivotAndrews
  - arch.unitroot.VarianceRatio
  - arch.unitroot.KPSS
    
    arch.unitroot.KPSS
    
    Carch.unitroot.KPSS
    
    Carch.unitroot.KPSS
    
    arch.unitroot.KPSS.summary
    
    arch.unitroot.KPSS.alternative_hypothesis
    
    arch.unitroot.KPSS.critical_values
    
    arch.unitroot.KPSS.lags
    
    arch.unitroot.KPSS.nobs
    
    arch.unitroot.KPSS.null_hypothesis
    
    arch.unitroot.KPSS.pvalue
    
    arch.unitroot.KPSS.stat
    
    arch.unitroot.KPSS.trend
    
    arch.unitroot.KPSS.valid_trends arch.unitroot.KPSS.valid_trends
    Contents
    
    PKPSS.valid_trends
    
    arch.unitroot.KPSS.y
  - Automatic Bandwidth Selection
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Common Type Definitions
Change Log

Contents

PKPSS.valid_trends

arch.unitroot.KPSS.valid_trends¶

property KPSS.valid_trends : list[str]¶: List of valid trend terms.

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© Copyright 2021, Kevin Sheppard.

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