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< span title ="/changes.rst (reference label) " class ="md-ellipsis "> Change Log</ span >
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< h1 > Source code for arch.unitroot._engle_granger</ h1 > < div class ="highlight "> < pre >
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- < span > </ span > < code > < span class ="kn "> from</ span > < span class ="nn "> __future__ </ span > < span class ="kn "> import</ span > < span class ="n "> annotations </ span >
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+ < span > </ span > < code > < span class ="kn "> from</ span > < span class ="nn "> typing </ span > < span class ="kn "> import</ span > < span class ="n "> Optional </ span > < span class =" p " > , </ span > < span class =" n " > Union </ span >
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< span class ="kn "> import</ span > < span class ="nn "> numpy</ span > < span class ="k "> as</ span > < span class ="nn "> np</ span >
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< span class ="kn "> import</ span > < span class ="nn "> pandas</ span > < span class ="k "> as</ span > < span class ="nn "> pd</ span >
@@ -397,10 +413,10 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre
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< span class ="n "> x</ span > < span class ="p "> :</ span > < span class ="n "> ArrayLike2D</ span > < span class ="p "> ,</ span >
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< span class ="n "> trend</ span > < span class ="p "> :</ span > < span class ="n "> UnitRootTrend</ span > < span class ="o "> =</ span > < span class ="s2 "> "c"</ span > < span class ="p "> ,</ span >
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< span class ="o "> *</ span > < span class ="p "> ,</ span >
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- < span class ="n "> lags</ span > < span class ="p "> :</ span > < span class ="nb " > int </ span > < span class ="o " > | </ span > < span class ="kc " > None </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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- < span class ="n "> max_lags</ span > < span class ="p "> :</ span > < span class ="nb " > int </ span > < span class ="o " > | </ span > < span class ="kc " > None </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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+ < span class ="n "> lags</ span > < span class ="p "> :</ span > < span class ="n " > Optional </ span > < span class ="p " > [ </ span > < span class =" nb " > int </ span > < span class ="p " > ] </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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+ < span class ="n "> max_lags</ span > < span class ="p "> :</ span > < span class ="n " > Optional </ span > < span class ="p " > [ </ span > < span class =" nb " > int </ span > < span class ="p " > ] </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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< span class ="n "> method</ span > < span class ="p "> :</ span > < span class ="n "> Literal</ span > < span class ="p "> [</ span > < span class ="s2 "> "aic"</ span > < span class ="p "> ,</ span > < span class ="s2 "> "bic"</ span > < span class ="p "> ,</ span > < span class ="s2 "> "t-stat"</ span > < span class ="p "> ]</ span > < span class ="o "> =</ span > < span class ="s2 "> "bic"</ span > < span class ="p "> ,</ span >
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- < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="n " > EngleGrangerTestResults</ span > < span class ="p "> :</ span >
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+ < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="s2 " > " EngleGrangerTestResults" </ span > < span class ="p "> :</ span >
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< span class ="w "> </ span > < span class ="sa "> r</ span > < span class ="sd "> """</ span >
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< span class ="sd "> Test for cointegration within a set of time series.</ span >
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@@ -514,8 +530,8 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre
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< span class ="n "> alternative</ span > < span class ="p "> :</ span > < span class ="nb "> str</ span > < span class ="o "> =</ span > < span class ="s2 "> "Cointegration"</ span > < span class ="p "> ,</ span >
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< span class ="n "> trend</ span > < span class ="p "> :</ span > < span class ="nb "> str</ span > < span class ="o "> =</ span > < span class ="s2 "> "c"</ span > < span class ="p "> ,</ span >
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< span class ="n "> order</ span > < span class ="p "> :</ span > < span class ="nb "> int</ span > < span class ="o "> =</ span > < span class ="mi "> 2</ span > < span class ="p "> ,</ span >
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- < span class ="n "> adf</ span > < span class ="p "> :</ span > < span class ="n "> ADF </ span > < span class ="o " > | </ span > < span class ="kc " > None </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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- < span class ="n "> xsection</ span > < span class ="p "> :</ span > < span class ="n "> RegressionResults </ span > < span class ="o " > | </ span > < span class ="kc " > None </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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+ < span class ="n "> adf</ span > < span class ="p "> :</ span > < span class ="n "> Optional </ span > < span class ="p " > [ </ span > < span class =" n " > ADF </ span > < span class ="p " > ] </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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+ < span class ="n "> xsection</ span > < span class ="p "> :</ span > < span class ="n "> Optional </ span > < span class ="p " > [ </ span > < span class =" n " > RegressionResults </ span > < span class ="p " > ] </ span > < span class ="o "> =</ span > < span class ="kc "> None</ span > < span class ="p "> ,</ span >
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< span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="kc "> None</ span > < span class ="p "> :</ span >
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< span class ="nb "> super</ span > < span class ="p "> ()</ span > < span class ="o "> .</ span > < span class ="fm "> __init__</ span > < span class ="p "> (</ span >
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< span class ="n "> stat</ span > < span class ="p "> ,</ span > < span class ="n "> pvalue</ span > < span class ="p "> ,</ span > < span class ="n "> crit_vals</ span > < span class ="p "> ,</ span > < span class ="n "> null</ span > < span class ="p "> ,</ span > < span class ="n "> alternative</ span > < span class ="p "> ,</ span > < span class ="n "> trend</ span > < span class ="p "> ,</ span > < span class ="n "> order</ span > < span class ="p "> ,</ span > < span class ="n "> xsection</ span >
@@ -538,7 +554,7 @@ <h1>Source code for arch.unitroot._engle_granger</h1><div class="highlight"><pre
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< span class ="k "> return</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> _adf</ span > < span class ="o "> .</ span > < span class ="n "> lags</ span >
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< span class ="nd "> @property</ span >
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- < span class ="k "> def</ span > < span class ="nf "> max_lags</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> int</ span > < span class ="o " > | </ span > < span class ="kc "> None</ span > < span class ="p "> :</ span >
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+ < span class ="k "> def</ span > < span class ="nf "> max_lags</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="n " > Union </ span > < span class =" p " > [ </ span > < span class =" nb "> int</ span > < span class ="p " > , </ span > < span class ="kc "> None</ span > < span class ="p "> ] :</ span >
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< span class ="w "> </ span > < span class ="sd "> """The maximum number of lags used in the lag-length selection."""</ span >
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< span class ="k "> return</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> _adf</ span > < span class ="o "> .</ span > < span class ="n "> max_lags</ span >
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