arch.unitroot.cointegration.PhillipsOuliarisTestResults

class arch.unitroot.cointegration.PhillipsOuliarisTestResults(stat: float, pvalue: float, crit_vals: Series, null: str = 'No Cointegration', alternative: str = 'Cointegration', trend: str = 'c', order: int = 2, xsection: RegressionResults | None = None, test_type: str = 'Za', kernel_est: CovarianceEstimator | None = None, rho: float = 0.0)[source]

Methods

plot([axes, title])

Plot the cointegration residuals.

summary()

Summary of test, containing statistic, p-value and critical values

Properties

alternative_hypothesis

The alternative hypothesis

bandwidth

Bandwidth used by the long-run covariance estimator

cointegrating_vector

The estimated cointegrating vector.

critical_values

Critical Values

distribution_order

The number of stochastic trends under the null hypothesis.

kernel

Name of the long-run covariance estimator

name

Sets or gets the name of the cointegration test

null_hypothesis

The null hypothesis

pvalue

The p-value of the test statistic.

resid

The residual from the cointegrating regression.

stat

The test statistic.

trend

The trend used in the cointegrating regression