statsmodels.tsa.vector_ar.vecm.VECMResults.summary

method

VECMResults.summary(alpha=0.05)

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.