rank_test
Determines the cointegration rank of a vector time-series specification using a parametric bootstrap sequential exact-LR test, returning a proposed r-hat for validation.
Instructions
C1 — The cointegration rank, by PARAMETRIC BOOTSTRAP (drvec's sequential exact-LR test r -> r + 1, r = 0..M-2): THE ONLY WAY TO A RANK in sima. The bootstrap decides; the asymptotic table (cases 1 and 2 only) is shown as orientation and is never the verdict. Reads the critical values, not the p-value; proposes r-hat and never adopts it.
A JOB (sima.jobs): it runs detached, at most cores - 1 at once, on drvec C
when its binary is there (drvec's engine="auto"; the engine is in the
result's provenance), cached by content: the same files, spec, B, engine
and versions return the stored result at once. It waits up to wait
seconds (about 20) and then returns the job id with its progress
("replication k of B, comparison r -> r + 1"); job_status/job_result
follow it. Never a partial result as final.
Uses prepare_vec's specification. B: 499 by default, 999 when a 1 %
verdict matters; below 199 the result is labelled an exploration.
multistart: more starts in every fit. seed: 0 is the C's (987654321);
another seed is a MONTE CARLO CHECK of an edge-of-5 % verdict (always on
the Python engine), never the default.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>"
},
"name": "rank_test"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| B | No | ||
| name | Yes | ||
| seed | No | ||
| wait | No | ||
| multistart | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |