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_statistic
float The test’s test statistic.
- crit_value
float The test’s critical value.
- pvalue
float The test’s p-value.
- df
int Degrees of freedom.
- signif
float Significance level.
- nlags
int Number of lags tested.
- adjustedbool
Whether the test statistic is adjusted for the number of observations used to estimate the autocorrelations.
- test_statistic
Methods
summary()Return summary
Methods
summary()Return summary