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Unit Root Testing
The Unit Root Tests
arch.unitroot.DFGLS
arch 4.13 (+31)
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Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Introduction
Unit Root Testing Examples
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
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arch.unitroot.DFGLS.stat
¶
property
DFGLS.
stat
¶
The test statistic for a unit root
Return type
float