LongMemoryEstimate._summary_table#

LongMemoryEstimate._summary_table()[source]#

Render as a table with the three canonical nulls.

One row each for \(d = 0\), \(d = 1/2\), and \(d = 1\) with the z statistic and its p-value, under a header carrying the estimate, its standard error, the bandwidth, and the stationarity reading; the 95% interval is a note, and the local Whittle record adds a warning above \(d = 0.7\) while the GPH record notes its efficiency loss.

Return type:

SummaryTable

Returns:

The SummaryTable that str() and the notebook renderer display.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> table = exact_local_whittle(np.cumsum(rng.standard_normal(500)))._summary_table()
>>> table.columns, [row[0] for row in table.rows]
(('null', 'z', 'p-value'), ['d = 0', 'd = 1/2', 'd = 1'])