pub struct ErrorCorrectionResult {
pub error_correction_coeff: f64,
pub short_run_y_coeffs: Array1<f64>,
pub short_run_x_coeffs: Array1<f64>,
pub long_run_coeffs: Array1<f64>,
pub standard_errors: Array1<f64>,
pub t_statistics: Array1<f64>,
pub p_values: Array1<f64>,
pub r_squared: f64,
pub fitted_values: Array1<f64>,
pub residuals: Array1<f64>,
pub cointegration_p_value: f64,
}Expand description
Error correction model result
Fields§
§error_correction_coeff: f64Error correction coefficient (speed of adjustment)
short_run_y_coeffs: Array1<f64>Short-run coefficients for dependent variable differences
short_run_x_coeffs: Array1<f64>Short-run coefficients for independent variable differences
long_run_coeffs: Array1<f64>Long-run coefficients
standard_errors: Array1<f64>Standard errors
t_statistics: Array1<f64>T-statistics
p_values: Array1<f64>P-values
r_squared: f64R-squared value
fitted_values: Array1<f64>Fitted values
residuals: Array1<f64>Residuals
cointegration_p_value: f64Cointegration test p-value
Trait Implementations§
Source§impl Clone for ErrorCorrectionResult
impl Clone for ErrorCorrectionResult
Source§fn clone(&self) -> ErrorCorrectionResult
fn clone(&self) -> ErrorCorrectionResult
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreAuto Trait Implementations§
impl Freeze for ErrorCorrectionResult
impl RefUnwindSafe for ErrorCorrectionResult
impl Send for ErrorCorrectionResult
impl Sync for ErrorCorrectionResult
impl Unpin for ErrorCorrectionResult
impl UnwindSafe for ErrorCorrectionResult
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§impl<T> Pointable for T
impl<T> Pointable for T
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if
self is actually part of its subset T (and can be converted to it).Source§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as
self.to_subset but without any property checks. Always succeeds.Source§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self to the equivalent element of its superset.