statsmodels.tsa.vector_ar.vecm.VECMResults.summary

VECMResults.summary(alpha=0.05)

Return a summary of the estimation results.

Parameters:

alphafloat, 0 < alpha < 1, optional

Significance level of the shown confidence intervals.

Returns:

summarystatsmodels.iolib.summary.Summary

A summary containing information about estimated parameters.