VECMXResult.n_common_trends

property VECMXResult.n_common_trends: int

Unit roots the joint system carries, k_y + k_x - r.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x = np.cumsum(rng.standard_normal((200, 2)), axis=0)
>>> y = x[:, :1] + rng.standard_normal((200, 1))
>>> VECMX(y, x, order=1, rank=1).fit().n_common_trends
2