SeasonalUnitRootTest._metadata#

SeasonalUnitRootTest._metadata()[source]#

The base header with the period in front.

Return type:

tuple[tuple[str, str], ...]

Returns:

Period followed by the UnitRootTest lines – null, trend, lags, method, observations.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal(120)
>>> hegy(y, period=4, seed=0)._metadata()[:2]
(('Period', '4'), ('Null', 'unit root at frequency 0'))