JohansenRankTest#

cultivars.diagnostics.cointegration.JohansenRankTest[source]#: alias of _JohansenRankTest

Attributes#

`eigenvalues`
`trace_statistic`
`max_eigenvalue_statistic`
`trace_pvalue`
`max_eigenvalue_pvalue`
`nobs`
`deterministic`
`k_exog`
`simulations`
`small_sample`
`k_endog`	Number of modelled equations, which bounds the rank.
`ranks`	The null ranks tested, in order.

`selected_rank`(*[, alpha, statistic])	First rank the sequence fails to reject.
`to_table`(*[, alpha])	Render both sequences with the rank each one selects.