numeraire.core.stats.AlphaResult#

class numeraire.core.stats.AlphaResult(alpha: float, alpha_t: float, p_value: float, betas: NDArray[float64], r2: float, n_obs: int)[source]#

Bases: object

Time-series alpha regression r_p = alpha + beta' F + e with HAC standard errors.

__init__(alpha: float, alpha_t: float, p_value: float, betas: NDArray[float64], r2: float, n_obs: int) → None#

Methods

__init__(alpha, alpha_t, p_value, betas, r2, ...)

Attributes

`alpha`
`alpha_t`
`p_value`
`betas`
`r2`
`n_obs`