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arch.unitroot.DFGLS.y
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    • Univariate Volatility Models
    • Bootstrapping
    • Multiple Comparison Problems
    • Unit Root Testing
      • Introduction
      • Unit Root Testing Examples
      • Unit Root Testing
        • arch.unitroot.ADF
        • arch.unitroot.DFGLS
          • Carch.unitroot.DFGLS
            • arch.unitroot.DFGLS.summary
            • arch.unitroot.DFGLS.alternative_hypothesis
            • arch.unitroot.DFGLS.critical_values
            • arch.unitroot.DFGLS.lags
            • arch.unitroot.DFGLS.max_lags
            • arch.unitroot.DFGLS.nobs
            • arch.unitroot.DFGLS.null_hypothesis
            • arch.unitroot.DFGLS.pvalue
            • arch.unitroot.DFGLS.regression
            • arch.unitroot.DFGLS.stat
            • arch.unitroot.DFGLS.trend
            • arch.unitroot.DFGLS.valid_trends
            • arch.unitroot.DFGLS.y
              • PDFGLS.y
        • arch.unitroot.PhillipsPerron
        • arch.unitroot.ZivotAndrews
        • arch.unitroot.VarianceRatio
        • arch.unitroot.KPSS
        • Automatic Bandwidth Selection
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Common Type Definitions
    • Change Log
    • PDFGLS.y

    arch.unitroot.DFGLS.y¶

    property DFGLS.y : ndarray | DataFrame | Series¶

    Returns the data used in the test statistic

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    © Copyright 2021, Kevin Sheppard.
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