statsmodels.tsa.ar_model.AutoRegResults.diagnostic_summary

AutoRegResults.diagnostic_summary()[source]

Returns a summary containing standard model diagnostic tests

Returns:

Summary

A summary instance with panels for serial correlation tests, normality tests and heteroskedasticity tests.

See also

test_serial_correlation
Test models residuals for serial correlation.
test_normality
Test models residuals for deviations from normality.
test_heteroskedasticity
Test models residuals for conditional heteroskedasticity.