Module Cointegration.Engle_granger

type result = {
  1. beta : float;
  2. intercept : float;
  3. residuals : float array;
  4. residual_adf : Adf.result;
  5. cointegrated : bool;
}
type error = [
  1. | Adf.error
  2. | `Length_mismatch
  3. | `Ols of Ols.error
]
val test : y:float array -> x:float array -> ?signif:float -> ?adf_variant:Adf.variant -> ?adf_lag:int -> unit -> (result, error) Stdlib.result