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arch.unitroot.VarianceRatio.valid_trends

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arch 7.0.0

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Unit Root Testing
- Introduction
- Unit Root Testing Examples
- Unit Root Testing
  Unit Root Testing
  - arch.unitroot.ADF
  - arch.unitroot.DFGLS
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  - arch.unitroot.ZivotAndrews
  - arch.unitroot.VarianceRatio
    
    arch.unitroot.VarianceRatio
    
    Carch.unitroot.VarianceRatio
    
    Carch.unitroot.VarianceRatio
    
    arch.unitroot.VarianceRatio.summary
    
    arch.unitroot.VarianceRatio.alternative_hypothesis
    
    arch.unitroot.VarianceRatio.critical_values
    
    arch.unitroot.VarianceRatio.debiased
    
    arch.unitroot.VarianceRatio.lags
    
    arch.unitroot.VarianceRatio.nobs
    
    arch.unitroot.VarianceRatio.null_hypothesis
    
    arch.unitroot.VarianceRatio.overlap
    
    arch.unitroot.VarianceRatio.pvalue
    
    arch.unitroot.VarianceRatio.robust
    
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    arch.unitroot.VarianceRatio.trend
    
    arch.unitroot.VarianceRatio.valid_trends arch.unitroot.VarianceRatio.valid_trends
    Contents
    
    PVarianceRatio.valid_trends
    
    arch.unitroot.VarianceRatio.vr
    
    arch.unitroot.VarianceRatio.y
  - arch.unitroot.KPSS
  - Automatic Bandwidth Selection
Cointegration Analysis
Long-run Covariance Estimation
API Reference
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Contents

PVarianceRatio.valid_trends

arch.unitroot.VarianceRatio.valid_trends¶

property VarianceRatio.valid_trends : list[str]¶: List of valid trend terms.

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