statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults

class statsmodels.tsa.vector_ar.hypothesis_test_results.WhitenessTestResults(test_statistic, crit_value, pvalue, df, signif, nlags, adjusted)[source]

Results class for the Portmanteau-test for residual autocorrelation.

Parameters:
test_statisticfloat

The test’s test statistic.

crit_valuefloat

The test’s critical value.

pvaluefloat

The test’s p-value.

dfint

Degrees of freedom.

signiffloat

Significance level.

nlagsint

Number of lags tested.

Methods

summary()

Return summary


Last update: Feb 14, 2024