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:¶
Methods
summary
()Return summary
Last update:
Oct 29, 2024