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Parameters ---------- teststat : float "T-value" from an Augmented Dickey-Fuller regression. regression : str {"c", "n", "ct", "ctt"} This is the method of regression that was used. Following MacKinnon's notation, this can be "c" for constant, "n" for no constant, "ct" for constant and trend, and "ctt" for constant, trend, and trend-squared. N : int The number of series believed to be I(1). For (Augmented) Dickey- Fuller N = 1. Returns ------- p-value : float The p-value for the ADF statistic estimated using MacKinnon 1994. References ---------- .. [*] MacKinnon, J.G. 1994 "Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests." Journal of Business & Economics Statistics, 12.2, 167-76. Notes ----- For (A)DF H_0: AR coefficient = 1 H_a: AR coefficient < 1 r ?gN) _tau_maxs _tau_mins _tau_stars _tau_smallps _tau_largepsrZcdfr)Zteststat regressionNZlagsZmaxstatZminstatZstarstatZtau_coefrR/home/sam/Atlas/atlas_env/lib/python3.8/site-packages/statsmodels/tsa/adfvalues.pyrs!gOpg,Cgjt guVg( 0ѿgQ g +9?@gL~gSt$?gʡEgw/]9@g6>W[q gcZB>(gK70gʡESgaog=UgV-gQDgԲgQIgFxg$+go_%g~jt@gƢd g( pgnJg%u[gI.!g(\g-,gW[,g)\@gClG@gk& g6[ !gNbX9%gZd;@g>? g!uqgX9v gmscz’g7d2g#~jBgMbg*Dx&gY&g9#J{g~8gD g?5^Igϛgl g5gV-FgE>'g~j,gfffff&)g:ugD0gˡE}1g7A`N@gPI5g`*g"~jgn;@g K< g~jt=gxYQg= ףpd@gղHg3gQ 6gbX9[@gE 2gJ +v/gxN gOjM@gjtTgvp@g{gǘ7gL7A`8gSb@gk&g|гYe2gK7A`g+ηW@gZ![g2w-!Bg(\Ug'1 o@g<8b-gT4:gn:gNbX9 f@gSZgN@#5g+"gJ +e@gQ5Ugz):DgQYgzGUx@ggZӼs=gX9v>gn`o@g0|DLg`TR'8guVg!rhad@g3.gN@GgƳZgy&1 v@gNg gj@gfffffF>g+?o@gk)gGx $:gETglb@g>yX5gA`IgDl _g"@glC8sg_Q"Bgq= ף@@gFԬs@gKqUYg?ܵ=grh|gʡEg@g]gV/"g!rhmgڬ\m#gS%(g l`q g~jtSgx&g1Z5@gsFg0*2g/$HgV-Z@gDyg:p'g-3gh|?US@g&Ngio%"g5^I !g$A@g8dg0*x6g&1LJgx&1I@geg[B>,-g|?5^:2gA`C@gٱוg&g"#gˡE K@gvg@7:gT㥛Mg RI@gx( gAc][1g)\6g"V@g*gŏ17+g`"y$gDl1S@g:g`"=g|?5RgjtHi@g=gGzN4gMbX99g)\`@gs/gU0* 0gy&1#g rhW@g[='gZd;O@gUgS㥛n@g.9g|a2U7gGzgxgA`Jj@gV`Vg [Kgyag^I @gX>gQCg BgA``y@gL7A`%gz@gClg#~js@gB |g(-'gFAgntg#gog{G(gV-]gz1m gfc]F gy&1,gd;OOghbg h"lx:4gA`:Pgjt8V@gWgo*gxfW(gx1g ףp=T@gy):gF%uH;g/$SgZd;;a@g!Yg$(~{2g?g?5^I[@g6Xgǘp-gMb1g{GzY@g#0g3>g(\WgPno@g{g#~j<5gHzBg-Fh@gx gE1gK72g/$a@g*g\g}?5^YAg{Zg`"۟x@gJigV/78g$Cg7A`m@gLg^K=3gS2g rhe@gTt<gQI^CgQ&[gSv@gPgrhL;g9vCgL7A`n@g%̴g\mB6g)\1g+j@g D gz):[Eg+]gQVz@g K<g9vo>gfffff&FgHzu@g6>W[gj+8g㥛 3gZd'q@gR8g~k aGg'1agףp= [@g:gN@@g+WEgMbu@g6Tg/$;g(\+g33333m@gW2đg48}IgX9.bgҁ@g2YxgI +Bgy&1\HgGz}@ggK7A-gjts@g?Yg[잤KgFcgV-Ĉ@g6~AglV}FDg bGg)\r~@gc&(g(\@gX9v>"gvq@gTގpg0L FMgdgy&1@g28J^g3 Fg"Gg'1@g^}tgݵ|{Bg#~j%gv&z@cCsn|}|dkrtd|t|}|tkr>||ddddfS||ddddddf}t|jd|SdS)a0 Returns the critical values for cointegrating and the ADF test. In 2010 MacKinnon updated the values of his 1994 paper with critical values for the augmented Dickey-Fuller tests. These new values are to be preferred and are used here. Parameters ---------- N : int The number of series of I(1) series for which the null of non-cointegration is being tested. For N > 12, the critical values are linearly interpolated (not yet implemented). For the ADF test, N = 1. reg : str {'c', 'tc', 'ctt', 'n'} Following MacKinnon (1996), these stand for the type of regression run. 'c' for constant and no trend, 'tc' for constant with a linear trend, 'ctt' for constant with a linear and quadratic trend, and 'n' for no constant. The values for the no constant case are taken from the 1996 paper, as they were not updated for 2010 due to the unrealistic assumptions that would underlie such a case. nobs : int or np.inf This is the sample size. If the sample size is numpy.inf, then the asymptotic critical values are returned. References ---------- .. [*] MacKinnon, J.G. 1994 "Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests." Journal of Business & Economics Statistics, 12.2, 167-76. .. [*] MacKinnon, J.G. 2010. "Critical Values for Cointegration Tests." Queen's University, Dept of Economics Working Papers 1227. http://ideas.repec.org/p/qed/wpaper/1227.html )r r r r z$regression keyword %s not understoodr Nrrr) ValueError tau_2010srrT)rrZnobsregtauvalrrrrs# )r r N)7Z scipy.statsrnumpyrrrr__all__Z tau_star_ncZ tau_min_ncZ tau_max_ncZ tau_star_cZ tau_min_cZ tau_max_cZ tau_star_ctZ tau_min_ctZ tau_max_ctZ tau_star_cttZ tau_min_cttZ tau_max_cttrrrZ small_scalingZ tau_nc_smallpZ tau_c_smallpZ tau_ct_smallpZtau_ctt_smallprZ large_scalingZ tau_nc_largepZ tau_c_largepZ tau_ct_largepZtau_ctt_largeprZ z_star_ncZz_star_cZ z_star_ctZ z_star_cttZ z_nc_smallpZ z_c_smallpZ z_ct_smallpZ z_ctt_smallpZz_large_scalingZ z_nc_largepZ z_c_largepZ z_ct_largepZ z_ctt_largeprZ tau_nc_2010Z tau_c_2010Z tau_ct_2010Z tau_ctt_2010rrrrrrs                                    6%%%