statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults

class statsmodels.tsa.vector_ar.hypothesis_test_results.HypothesisTestResults(test_statistic, crit_value, pvalue, df, signif, method, title, h0)[source]

Results class for hypothesis tests.

Parameters:
test_statisticfloat
crit_valuefloat
pvaluefloat, 0 <= pvalue <= 1
dfint

Degrees of freedom.

signiffloat, 0 < signif < 1

Significance level.

methodstr

The kind of test (e.g. "f" for F-test, "wald" for Wald-test).

titlestr

A title describing the test. It will be part of the summary.

h0str

A string describing the null hypothesis. It will be used in the summary.

Methods

summary()

Return summary


Last update: Feb 14, 2024