VECMResults.stderr_coint()
[source]
Standard errors of beta and deterministic terms inside the cointegration relation.
See p. 297 in [1]. Using the rule
for two matrices B and R which are compatible for multiplication. This is rule (3) on p. 662 in [1].
[1] | (1, 2) Lütkepohl, H. 2005. New Introduction to Multiple Time Series Analysis. Springer. |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.vecm.VECMResults.stderr_coint.html