VECMResult.n_common_trends# property VECMResult.n_common_trends: int[source]# Unit roots the specification carries, k - r. Example >>> import numpy as np >>> y = np.cumsum(np.random.default_rng(0).standard_normal((200, 3)), axis=0) >>> VECM(y, order=1, rank=1).fit().n_common_trends 2
