UnitRootTest.break_index#
- UnitRootTest.break_index: int | None#
First observation of the new regime for a break-allowing test;
Noneotherwise.Set by
zivot_andrews()at the date that minimizes the statistic, whether or not the null is rejected.
First observation of the new regime for a break-allowing test; None otherwise.
Set by zivot_andrews() at the date that minimizes the
statistic, whether or not the null is rejected.