Module Algostream_pairs.Mackinnon_cv
type variant = | No_constant| With_constant| With_trend
val unit_root_cv : variant -> float * float * floatval cointegration_k2_cv : float * float * floatval interp : cv1:float -> cv5:float -> cv10:float -> float -> floatval pvalue : variant -> t_stat:float -> floatval cointegration_pvalue : t_stat:float -> float