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()

Return summary