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:
Dec 11, 2024