statsmodels.tsa.tests.test_stattools.CheckCoint

class statsmodels.tsa.tests.test_stattools.CheckCoint

Test Cointegration Test Results for 2-variable system

Test values taken from Stata

__init__

x.__init__(...) initializes x; see help(type(x)) for signature

Methods

test_tstat()

Attributes

data
levels
y1
y2