statsmodels.tsa.ar_model.AutoRegResults.test_normality

AutoRegResults.test_normality()[source]

Test for normality of standardized residuals.

Returns:
Series

Series containing four values, the test statistic and its p-value, the skewness and the kurtosis.

See also

statsmodels.stats.stattools.jarque_bera

The Jarque-Bera test of normality.

Notes

Null hypothesis is normality.


Last update: Feb 14, 2024