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