Skip to content

arch 4.13 (+31) arch.unitroot.VarianceRatio.null_hypothesis

Type to start searching

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

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.VarianceRatio.null_hypothesis¶

property VarianceRatio.null_hypothesis¶

The null hypothesis

Return type: str

Previous arch.unitroot.VarianceRatio.nobs

Next arch.unitroot.VarianceRatio.overlap

© Copyright 2019, Kevin Sheppard.

Created using Sphinx 3.0.1. and Material for Sphinx