statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults¶
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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
()Return summary Methods
summary
()Return summary