예제 #1
0
 def __init__(self):
     self.res1 = adfuller(self.y, regression="nc", autolag=None,
             maxlag=1)
     self.teststat = -2.4511596
     self.pvalue = 0.013747 # Stata does not return a p-value for noconstant
                            # this value is just taken from our results
     self.critvalues = [-2.587,-1.950,-1.617]
예제 #2
0
 def __init__(self):
     self.res1 = adfuller(self.x, regression="nc", autolag=None, maxlag=4)
     self.teststat = 3.5227498
     self.pvalue = .99999  # Stata does not return a p-value for noconstant.
     # Tau^max in MacKinnon (1994) is missing, so it is
     # assumed that its right-tail is well-behaved
     self.critvalues = [-2.587, -1.950, -1.617]
예제 #3
0
 def __init__(self):
     self.res1 = adfuller(self.x, regression="nc", autolag=None,
             maxlag=4)
     self.teststat = 3.5227498
     self.pvalue = .99999 # Stata does not return a p-value for noconstant.
                     # Tau^max in MacKinnon (1994) is missing, so it is
                     # assumed that its right-tail is well-behaved
     self.critvalues = [-2.587, -1.950, -1.617]
예제 #4
0
 def __init__(self):
     self.res1 = adfuller(self.y, regression="ct", autolag=None,
             maxlag=1)
     self.teststat = -4.425093
     self.pvalue = .00199633
     self.critvalues = [-4.006, -3.437, -3.137]
예제 #5
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 def __init__(self):
     self.res1 = adfuller(self.y, regression="c", autolag=None,
             maxlag=1)
     self.teststat = -4.3346988
     self.pvalue = .00038661
     self.critvalues = [-3.476, -2.883, -2.573]
예제 #6
0
 def __init__(self):
     self.res1 = adfuller(self.x, regression="ct", autolag=None,
             maxlag=4)
     self.teststat = -1.8566374
     self.pvalue = .67682968
     self.critvalues = [-4.007, -3.437, -3.137]
예제 #7
0
 def __init__(self):
     self.res1 = adfuller(self.x, regression="c", autolag=None,
             maxlag=4)
     self.teststat = .97505319
     self.pvalue = .99399563
     self.critvalues = [-3.476, -2.883, -2.573]
예제 #8
0
 def __init__(self):
     self.res1 = adfuller(self.y, regression="ct", autolag=None, maxlag=1)
     self.teststat = -4.425093
     self.pvalue = .00199633
     self.critvalues = [-4.006, -3.437, -3.137]
예제 #9
0
 def __init__(self):
     self.res1 = adfuller(self.y, regression="c", autolag=None, maxlag=1)
     self.teststat = -4.3346988
     self.pvalue = .00038661
     self.critvalues = [-3.476, -2.883, -2.573]
예제 #10
0
 def __init__(self):
     self.res1 = adfuller(self.x, regression="ct", autolag=None, maxlag=4)
     self.teststat = -1.8566374
     self.pvalue = .67682968
     self.critvalues = [-4.007, -3.437, -3.137]
예제 #11
0
 def __init__(self):
     self.res1 = adfuller(self.x, regression="c", autolag=None, maxlag=4)
     self.teststat = .97505319
     self.pvalue = .99399563
     self.critvalues = [-3.476, -2.883, -2.573]
예제 #12
0
 def __init__(self):
     self.res1 = adfuller(self.y, regression="nc", autolag=None, maxlag=1)
     self.teststat = -2.4511596
     self.pvalue = 0.013747  # Stata does not return a p-value for noconstant
     # this value is just taken from our results
     self.critvalues = [-2.587, -1.950, -1.617]