arch.bootstrap.SPA.critical_values¶
-
SPA.
critical_values
(pvalue=0.05)[source]¶ Returns data-dependent critical values
- Parameters
pvalue (float, optional) -- P-value in (0,1) to use when computing the critical values.
- Returns
crit_vals -- Series containing critical values for the lower, consistent and upper methodologies
- Return type
Series