arch.unitroot.cointegration.DynamicOLSResults.summary¶
-
DynamicOLSResults.
summary
(full=False)[source]¶ Summary of the model, containing estimated parameters and std. errors
- Parameters
full (bool, default False) -- Flag indicating whether to include all estimated parameters (True) or only the parameters of the cointegrating vector
- Returns
A summary instance with method that support export to text, csv or latex.
- Return type
Summary