statsmodels.multivariate.cancorr.CanCorr.corr_test#

CanCorr.corr_test()[source]#

Approximate F test

Perform multivariate statistical tests of the hypothesis that there is no canonical correlation between endog and exog. For each canonical correlation, testing its significance based on Wilks’ lambda.

Returns:

CanCorrTestResults: Instance holding the canonical correlation test results.