arch.unitroot.cointegration.DynamicOLSResults.summary

DynamicOLSResults.summary(full=False)[source]

Summary of the model, containing estimated parameters and std. errors

Parameters

full (bool, default False) – Flag indicating whether to include all estimated parameters (True) or only the parameters of the cointegrating vector

Returns

A summary instance with method that support export to text, csv or latex.

Return type

Summary