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Cointegration tests - Johansen method not found

See original GitHub issue

Dear all, I’ve tried to find the coint_johansen method, that previously was in statsmodels.tsa.johansen.

A recent Notebook with the previous method is here http://nbviewer.ipython.org/github/mapsa/seminario-doc-2014/blob/master/cointegration-example.ipynb

Where can I now find the unit root test methods? (I see there is johansen.py in coint branch, but NOT in master)

Issue Analytics

State:
Created 9 years ago
Comments:7 (2 by maintainers)

Top GitHub Comments

3reactions

yangvzcommented, Aug 27, 2017

@mattivi @mapsa It’s been merged into master already. The method can be now found at statsmodels.tsa.vector_ar.vecm.

0reactions

saravanansaminathancommented, Nov 1, 2018

from statsmodels.tsa.vector_ar.vecm import coint_johansen

It’s working

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