statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults

class statsmodels.tsa.vector_ar.hypothesis_test_results.NormalityTestResults(test_statistic, crit_value, pvalue, df, signif)

Results class for the Jarque-Bera-test for nonnormality.

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.

Methods

summary()