statsmodels.tsa.ardl.ARDLResults.test_normality

ARDLResults.test_normality()

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: Apr 18, 2024