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