statsmodels.tsa.ardl.UECM.from_ardl¶
- classmethod UECM.from_ardl(ardl, missing='none')[source]¶
Construct a UECM from an ARDL model
- Parameters:
- ardl
ARDL The ARDL model instance
- missing{“none”, “drop”, “raise”},
default“none” How to treat missing observations.
- ardl
- Returns:
UECMThe UECM model instance
Notes
The lag requirements for a UECM are stricter than for an ARDL. Any variable that is included in the UECM must have a lag length of at least 1. Additionally, the included lags must be contiguous starting at 0 if non-causal or 1 if causal.