Cointegration Tests¶

`engle_granger`(y, x[, trend, lags, max_lags, ...])	Test for cointegration within a set of time series.
`phillips_ouliaris`(y, x[, trend, test_type, ...])	Test for cointegration within a set of time series.

Cointegrating Vector Estimation¶

`DynamicOLS`(y, x[, trend, lags, leads, ...])	Dynamic OLS (DOLS) cointegrating vector estimation
`FullyModifiedOLS`(y, x[, trend, x_trend])	Fully Modified OLS cointegrating vector estimation.
`CanonicalCointegratingReg`(y, x[, trend, x_trend])	Canonical Cointegrating Regression cointegrating vector estimation.

`CointegrationAnalysisResults`(params, cov, ...)
`DynamicOLSResults`(params, cov, resid, lags, ...)	Estimation results for Dynamic OLS models
`EngleGrangerTestResults`(stat, pvalue, crit_vals)	Results class for Engle-Granger cointegration tests.
`PhillipsOuliarisTestResults`(stat, pvalue, ...)