statsmodels.tsa.vector_ar.vecm.VECMResults.test_normality¶

VECMResults.test_normality(signif=0.05)[source]¶

Test assumption of normal-distributed errors using Jarque-Bera-style omnibus \(\\chi^2\) test.

Parameters:¶

signif : float¶

The test’s significance level.

Returns:¶

result

Return type:¶

statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults

Notes

H₀ : data are generated by a Gaussian-distributed process