Skip to content

arch 4.13 (+31) arch.unitroot.PhillipsPerron.pvalue

Type to start searching

Unit Root Testing
The Unit Root Tests
arch.unitroot.PhillipsPerron

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Show Source

arch.unitroot.PhillipsPerron.pvalue¶

property PhillipsPerron.pvalue¶

Returns the p-value for the test statistic

Return type: float

Previous arch.unitroot.PhillipsPerron.null_hypothesis

Next arch.unitroot.PhillipsPerron.stat

© Copyright 2019, Kevin Sheppard.

Created using Sphinx 3.0.1. and Material for Sphinx