statsmodels.tsa.vector_ar.vecm.VECM.fit¶
-
VECM.
fit
(method='ml')[source]¶ Estimates the parameters of a VECM.
The estimation procedure is described on pp. 269-304 in [R215].
- Parameters
method : str {“ml”}, default: “ml”
Estimation method to use. “ml” stands for Maximum Likelihood.
- Returns
est :
VECMResults
References