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arch 4.13 (+31) arch.unitroot.cointegration.EngleGrangerTestResults.pvalue

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Unit Root Testing
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arch.unitroot.cointegration.EngleGrangerTestResults

arch 4.13 (+31)

Univariate Volatility Models
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arch.unitroot.cointegration.EngleGrangerTestResults.pvalue¶

property EngleGrangerTestResults.pvalue¶

The p-value of the test statistic.

Return type: float

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