statsmodels.tsa.base.prediction.PredictionResults.t_test¶

PredictionResults.t_test(value=0, alternative='two-sided')[source]¶

z- or t-test for hypothesis that mean is equal to value

Parameters:¶

value : array_like¶

value under the null hypothesis

alternative : str¶

‘two-sided’, ‘larger’, ‘smaller’

Returns:¶

• stat (ndarray) – test statistic

• pvalue (ndarray) – p-value of the hypothesis test, the distribution is given by the attribute of the instance, specified in __init__. Default if not specified is the normal distribution.