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_statistic
float The test’s test statistic.
- crit_value
float The test’s critical value.
- pvalue
float The test’s p-value. Must be between 0 and 1.
- df
int Degrees of freedom.
- signif
float Significance level. Must be between 0 and 1.
- method
str The kind of test (e.g.
"f"for F-test,"wald"for Wald-test).- title
str A title describing the test. It will be part of the summary.
- h0
str A string describing the null hypothesis. It will be used in the summary.
- test_statistic
Methods
summary()Return summary
Methods
summary()Return summary