statsmodels.tsa.vector_ar.var_model.VARResults.test_normality

VARResults.test_normality(signif=0.05) [source]

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus Chi^2 test.

Parameters: signif (float) – Test significance level.
Returns: result
Return type: NormalityTestResults

Notes

H0 (null) : data are generated by a Gaussian-distributed process

© 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.var_model.VARResults.test_normality.html