statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults¶

class statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults(test_statistic, crit_value, pvalue, df, signif, method, title, h0)[source]¶

Results class for hypothesis tests.

Parameters:¶

test_statistic : float¶

crit_value : float¶

pvalue¶

df : int¶

Degrees of freedom.

signif¶

Significance level.

method : str¶

The kind of test (e.g. "f" for F-test, "wald" for Wald-test).

title : str¶

A title describing the test. It will be part of the summary.

h0 : str¶

A string describing the null hypothesis. It will be used in the summary.

Methods

summary()

Return summary