arch.bootstrap.SPA.critical_values

SPA.critical_values(pvalue: float = 0.05) Series[source]

Returns data-dependent critical values

Parameters:
pvalue: float = 0.05

P-value in (0,1) to use when computing the critical values.

Returns:

crit_vals – Series containing critical values for the lower, consistent and upper methodologies

Return type:

pandas.Series