statsmodels.tsa.vector_ar.vecm.VECMResults.summary¶

VECMResults.summary(alpha=0.05)[source]¶

Return a summary of the estimation results.

Parameters:¶

alphafloat 0 < alpha < 1, default 0.05

Significance level of the shown confidence intervals.

Returns:¶

summarystatsmodels.iolib.summary.Summary

A summary containing information about estimated parameters.