statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults

class statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults(test_statistic, crit_value, pvalue, df, signif, nlags, adjusted) [source]

Results class for the Portmanteau-test for residual autocorrelation.

Parameters:
  • test_statistic (float) – The test’s test statistic.
  • crit_value (float) – The test’s critical value.
  • pvalue (float) – The test’s p-value.
  • df (int) – Degrees of freedom.
  • signif (float) – Significance level.
  • nlags (int) – Number of lags tested.

Methods

summary()

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults.html